Multi_thread_demo_2.py hangs at exit

The [`Multi_thread_demo_2.py`](https://github.com/enthought/traitsui/blob/7f246271c7fc54212d0e9609db65baf1d7f603b5/traitsui/examples/demo/Advanced/Multi_thread_demo_2.py) demo script hangs at exit, when started from the command line.

Steps to reproduce (on macOS):

- Install `traitsui` and `pyside2` into a fresh EDM Python 3.6 environment
- Navigate to the examples directory and launch the script directly with `python Multi_thread_demo_2.py` from a Terminal window
- Create a few counters
- Close the window via the close button

At this point, control doesn't return to the shell prompt until Ctrl-C is pressed, interrupting the Python process with a `KeyboardInterrupt`.

This might be a good place to show good practices in terms of keeping track of, and eventually joining, threads.