Change "mf_keycache.c" so that it can be compiled without thread support (bug#11680):

"configure --without-server"   (without giving "--enable-thread-safe-client").


mysys/mf_keycache.c:
  This module is needed both in the server (multi-threaded) and in some myisam tools (single-threaded).
  For the latter use, compilation failed in a "configure --without-server" as thread support was not
  defined then (unless "--enable-thread-safe-client" was also given, but this should not be required).
  The solution is to guard all threading operations in "#ifdef THREAD", and in the "#else" case adding
  assertions where appropriate. This fixes bug#11680.
  Also minor cleanup: Delete an unused variable, change "return" -> "DBUG_RETURN" in one place.