Summary:
There was a race condition on some shared data when creating the
callback thread.

I couldn't repro the issue without inserting a dummy usleep(100), but
it's definitely a bug.

Test Plan: validate

Reviewers: bgamari, austin, erikd

Subscribers: thomie

Differential Revision: https://phabricator.haskell.org/D2678

GHC Trac Issues: #12800