AsgMessaging: enable thread-checker and fixes

Fixes to MsgHelpers:

• Add missing lock in setPkgMsgLevel to ensure setLevel is called while holding the lock.
• Mark the static MsgStream map as thread-safe (protected by mutex).
• Remove the caching of the MessageSvc and rely on Athena::getMessageSvc (the latter does not implement caching either, but if really needed it should be done there).

P.S.: @krumnack, this is how I noticed the code duplication fixed in !54359 (merged).