LwjglWindow:assign new thread to `mainThread` field. (#1722)

jme3-lwjgl3/src/main/java/com/jme3/system/lwjgl/LwjglWindow.java

@@ -510,7 +510,8 @@ public abstract class LwjglWindow extends LwjglContext implements Runnable {
             }
             run();
         } else {
-            new Thread(this, "jME3 Main").start();
+            mainThread = new Thread(this, "jME3 Main");
+            mainThread.start();
             if (waitFor) {
                 waitFor(true);
             }