perf test: Test record with --threads option

The --threads option changed the 'perf record' behavior significantly,
so it'd be nice if we test it separately.  Add --threads options with
different argument in each test supported and check the result.

Also update the cleanup routine because threads recording produces data
in a directory.

Reviewed-by: Adrian Hunter <adrian.hunter@intel.com>
Signed-off-by: Namhyung Kim <namhyung@kernel.org>
Acked-by: Ian Rogers <irogers@google.com>
Cc: Ingo Molnar <mingo@kernel.org>
Cc: Jiri Olsa <jolsa@kernel.org>
Cc: Peter Zijlstra <peterz@infradead.org>
Link: https://lore.kernel.org/r/20221020172643.3458767-8-namhyung@kernel.org


Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>