There's no real need to use a shared pointer in these cases, and only
makes object management more fragile in terms of how easy it would be to
introduce cycles. Instead, just do the simple thing of using a regular
pointer. Much of this is just a hold-over from citra anyways.

It also doesn't make sense from a behavioral point of view for a
process' thread to prolong the lifetime of the process itself (the
process is supposed to own the thread, not the other way around).