Hold the GIL while clearing gdbpy_reggroup_object_map

Tom de Vries pointed out that a certain Python test left a core file.
Looking into this, I think the problem is that the GIL is not held
when gdbpy_reggroup_object_map is destroyed.

This patch changes the code to explicitly clear the global while
holding the GIL.  This fixed the crash for me.

This also adds a comment to gdbpy_initialize_file to explicitly
mention that the GIL is held while the finalizers are run.

Bug: https://sourceware.org/bugzilla/show_bug.cgi?id=34013
Reviewed-By: Tom de Vries <tdevries@suse.de>