If you run gdb in the build tree without --data-directory, on a
program that does not have debug info, it will crash, because
gdbpy_handle_missing_debuginfo unconditionally uses gdb_python_module.
Other code in gdb using gdb_python_module checks it first and it
seemes harmless to do the same thing here. (gdb_python_initialized
does not cover this case so that python can be partially initialized
and still somewhat work.)