CLI frontend: Add missing name to gdb thread

This broke in 101fa1ef58.

desmume/src/frontend/posix/cli/main.cpp

@@ -255,6 +255,7 @@ void *
 createThread_gdb(void (*thread_function)(void *data),
                  void *thread_data) {
   SDL_Thread *new_thread = SDL_CreateThread((int (*)(void *data))thread_function,
+                                            "gdb-stub",
                                             thread_data);
 
   return new_thread;