Like with CPU emulation, we generally don't want to fire off the threads
immediately after the relevant classes are initialized, we want to do
this after all necessary data is done loading first.

This splits the thread creation into its own interface member function
to allow controlling when these threads in particular get created.

Since c5d41fd8 callback parameters were
changed to use an s64 to represent late cycles instead of an int, so
this was causing a truncation warning to occur here. Changing it to s64
is sufficient to silence the warning.

The pusher instance is only ever used in the constructor of the
ThreadManager for creating the thread that the ThreadManager instance
contains. Aside from that, the member is unused, so it can be removed.