gh-125025: _thread docs: fix/update the *caveats* list (GH-125026)

Author: zuo

Doc/library/_thread.rst

@@ -213,9 +213,8 @@ In addition to these methods, lock objects can also be used via the
 
 .. index:: pair: module; signal
 
-* Threads interact strangely with interrupts: the :exc:`KeyboardInterrupt`
-  exception will be received by an arbitrary thread.  (When the :mod:`signal`
-  module is available, interrupts always go to the main thread.)
+* Interrupts always go to the main thread (the :exc:`KeyboardInterrupt`
+  exception will be received by that thread.)
 
 * Calling :func:`sys.exit` or raising the :exc:`SystemExit` exception is
   equivalent to calling :func:`_thread.exit`.
@@ -229,7 +228,3 @@ In addition to these methods, lock objects can also be used via the
   :keyword:`try` ... :keyword:`finally` clauses or executing object
   destructors.
 
-* When the main thread exits, it does not do any of its usual cleanup (except
-  that :keyword:`try` ... :keyword:`finally` clauses are honored), and the
-  standard I/O files are not flushed.
-