This should significantly reduce the MemoryTracking drift, test shows
that there is 0 drift after query storm (100 queries, via http/tcp/tcp
in one session).

TL;DR;

To track memory, clickhouse creates memory tracker object for each
thread **explicitly**, but until it is not created the memory
allocations are not under account.
There should not be lot of allocations w/o memory tracker, since most of
the time it is created early enough, but even this maybe enough to
trigger some problems.

Plus sometimes it is not possible to create it, for example some 3d
party library does not allow to do this explicitly:
- for example before ClickHouse#15740 allocations from librdkafka threads,
- or even worse, poco threads, they don't have any routines to do this.
This won't be a problem for `MemoryTracking` metric if the deallocation
will be done from the same thread w/o memory tracker (or vise versa),
but this is not always true.

NOTE, that this will slow down per-thread allocations w/o memory
tracker, since before this patch there were no memory tracking for them
while now they will be accounted in total_memory_tracker, and for
total_memory_tracker max_untracked_memory is always reached.
But this should not be significant.