I don't think this fixes the bug I was seeing, but it makes me more
comfortable to know we have a strong ref to the main context across
the thread lifetime, and we only unset the default right before
we go away.
If something in `thread_closure_unref()` used
`g_main_context_get_thread_default()` for example it'd be wrong
before.
Closes: #383
Approved by: mbarnes