bpo-32030: Fix compiler warnings (#4921)

Fix compiler warnings in Py_FinalizeEx(): only define variables if
they are needed, add #ifdef.

Other cleanup changes:

* _PyWarnings_InitWithConfig() is no more needed: call
  _PyWarnings_Init() instead.
* Inline pymain_init_main_interpreter() in its caller. This
  subfunction is no more justifed.