[3.11] Fix test_importlib.test_side_effect_import() (GH-104840) (#104843)

Fix test_importlib.test_side_effect_import() (GH-104840)

Wait until the thread spawn by the import completes to avoid dangling
threads. With this fix, the following command no longer fails:

./python -m test --fail-env-changed test_importlib -m test_side_effect_import -F -j20
(cherry picked from commit 426950993f6a39cdf3f6a3333ac8b518833c7e61)

Co-authored-by: Victor Stinner <vstinner@python.org>