threaded-resolver: shutdown the resolver thread without error message

When a transfer is done, the resolver thread will be brought down. That
could accidentally generate an error message in the error buffer even
though this is not an error situationand the transfer would still return
OK.  An application that still reads the error buffer could find a
"Could not resolve host: [host name]" message there and get confused.

Reported-by: Michael Schmid
Fixes #3629
Closes #3630