Revert "Join the emu thread in Core::Stop. Get rid of Core::Shutdown which did that before."

This reverts commit ba664b3293.

Added documentation to Core::Shutdown() to prevent breaking changes.

Source/Core/DolphinWX/Main.cpp

@@ -370,6 +370,7 @@ void DolphinApp::OnEndSession(wxCloseEvent& event)
 
 int DolphinApp::OnExit()
 {
+	Core::Shutdown();
 	UICommon::Shutdown();
 
 	delete m_locale;