gh-116738: Align bz2 unused_data getter to lzma implementation

[yoney]

This is a follow-up to #142947 to align bz2 with lzma implementations by returning b"" from unused_data getter when eof is not set (doc). It also refactors the unused_data to make it easier to read and to clearly show that self->unused_data cannot be NULL (since PyBytes_FromStringAndSize() only fails on allocation errors).

Ran the test with tsan build.

cc: @emmatyping @colesbury

• Issue: Audit all built-in modules for thread safety #116738