In Python 3.3, PyThread_set_key_value() did nothing if the key already exists
(if the current value is a non-NULL pointer).

When _PyGILState_NoteThreadState() is called twice on the same thread with a
different Python thread state, it still keeps the old Python thread state to
keep the old behaviour. Replacing the Python thread state with the new state
introduces new bugs: see issues #10915 and #15751.