Some functions like ebiten.SetCursorMode use `running` to detect
whether the game starts or not. If the game starts, the main thread
must exist, but there was a timing when `running` was true but the
main thread didn't exist.
This change fixes this issue by changing the timing to call
`setRunning(true)` after the main thread initialization and before
`initOnMainThread`. `initOnMainThread` assumes that `running` is
true.
Closes#2742
