bhyve: Tidy vCPU pthread startup.

Set the thread affinity in fbsdrun_start_thread next to where the
thread name is set. This keeps all the pthread initialization
operations at the start of a thread in one place.

Reviewed by: corvink, markj
Differential Revision: https://reviews.freebsd.org/D37646

(cherry picked from commit 7224a96a55d512e00f390d4477e0fb0a163d7528)