FindThreads: Reduce amount of false positive error logging

When a CMake based project fails, users start looking at
CMakeError.log and think that the FindThread output is
the problem, but it is a false positive.

Now FindThreads only logs to `CMakeError.log` when it fails
to find a suitable flag, reducing the amount of false positives in `CMakeError.log`.

Fixes #16540, Fixes #19344