[gdb/testsuite] Fix flake8 error in gdb.python/py-selected-context.py

We currently are running into a flake8 error:
...
$ pre-commit run --all-files flake8
flake8..................................................................Failed
- hook id: flake8
- exit code: 1

gdb/testsuite/gdb.python/py-selected-context.py:24:5: \
  F824 `global event_throws_error` is unused: name is never assigned in scope
...

Fix this by dropping the unnecessary "global event_throws_error".

Tested on x86_64-linux.