kernel: thread: add default case, remove unused break

According to the Zephyr Coding Guideline all switch statements
shall be well-formed. Add a default case with break and comment
to avoid static analysis tool to raise a violation that there is no
default case.
Also, I think, in all cases above no need to use "break",
because they already are using "return".

Found as a coding guideline violation (MISRA R16.1) by static
coding scanning tool.

Signed-off-by: Maksim Masalski <maksim.masalski@intel.com>