pw_thread: correct option setters to return a reference

Corrects the backend specific thread Options setters to return a
reference instead of a copy.

Change-Id: Ifebcf742f0a0f65f5cc99d15df724e6acad10e49
Reviewed-on: https://pigweed-review.googlesource.com/c/pigweed/pigweed/+/46240
Reviewed-by: Wyatt Hepler <hepler@google.com>
Commit-Queue: Auto-Submit <auto-submit@pigweed.google.com.iam.gserviceaccount.com>
Pigweed-Auto-Submit: Ewout van Bekkum <ewout@google.com>