ZSTDMT was broken when compiled without ZSTD_MULTITHREAD defined,
because `ZSTD_CCtx_setParameter(cctx, ZSTD_c_nbWorkers, nbWorkerss)`
failed. It was detected by the MSVC test which runs the fuzzer with
multithreading disabled.
This is a very niche use case of a deprecated API, because the API is
inefficient and synchronous, since `threading.h` will be synchronous.
Users almost certainly don't want this, and anyone who tested their code
should realize that it is broken. Therefore, I think it is safe to
require `ZSTD_MULTITHREAD` to be defined to use ZSTDMT.
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