Fix a mem leak when the FIPS provider is used in a different thread

Fix a mem leak when the FIPS provider is used in a different thread

We were neglecting to register the main thread to receive thread stop
notifications. This is important if the thread that starts the FIPS
provider is not the same one that is used when OPENSSL_cleanup() is
called.

Reviewed-by: Paul Dale <pauli@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/21964)