Turn gdb-wait-for-pending into a plain function

Turn gdb-wait-for-pending into a plain function

This avoids unnecessary body duplication in expansion and macro
recursion (causing macro-expansions at runtime), making it clearer
what is going on.

* lisp/progmodes/gdb-mi.el (gdb-wait-for-pending): Make it a function,
remove lambda quoting,  η-reduce and simplify.
(gdb-thread-exited, gdb-thread-selected): Adapt callers.