This patch reverts to setting previous_inferior_ptid where it
used to.  I had moved this a while back, because I was using 
previous_inferior_ptid differently in non-stop, but that is no longer
true, so we can just revert back.

The effect is that we revert to the old behaviour of not outputting
[Switching to Thread ...] message when connecting with target remote, or
any other "target xxx", which can be confusing if the target doesn't
support threads.

Tested on x86_64-unknown-linux-gnu sync and async, and confirmed that
the message is now gone when we connect to target remote.

OK?

-- 
Pedro Alves