[issue1910] Document that with is slower than try/finally

[Amaury Forgeot d'Arc]

Amaury Forgeot d'Arc added the comment:

Raymond, does your comment also apply to change at r60189 ? It is
exactly the same thing, in threading.py...

OTOH, _threading_local.py is not used by the standard library, except by
the dummy_threading module; threading.local normally comes from
threadmodule.c.

I don't think this module is performance critical. Maybe we can teach
"good practices" there.

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nosy: +amaury.forgeotdarc

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