BUILD: thread: properly report multi-thread support

When refactoring the build option strings in 1.9, the thread support
was placed outside of the ifdef block resulting in threads always being
mentioned even if that was not true. Let's fix this and also mention
when threads are disabled to help troubleshooting.
diff --git a/src/hathreads.c b/src/hathreads.c
index d9128a7..39ff7e8 100644
--- a/src/hathreads.c
+++ b/src/hathreads.c
@@ -113,6 +113,12 @@
 #endif
 }
 
+REGISTER_BUILD_OPTS("Built with multi-threading support.");
+
+#else
+
+REGISTER_BUILD_OPTS("Built without multi-threading support (USE_THREAD not set).");
+
 #endif // USE_THREAD
 
 
@@ -148,5 +154,3 @@
 #endif
 	return nbthread;
 }
-
-REGISTER_BUILD_OPTS("Built with multi-threading support.");