There is no point in trying to retrieve issues information when the
issues list is empty, On top of that the attempt to start a thread
pool with zero threads generates an exception.

TEST=running my_activity.py when the user does not have issues on
     certain servers does not cause the exception any more.
Signed-off-by: Vadim Bendebury <vbendeb@chromium.org>
Change-Id: Ib5889a4c3390a01860fb31a4ff1a343e05b24051
Reviewed-on: https://chromium-review.googlesource.com/1058679Reviewed-by: Andrii Shyshkalov <tandrii@chromium.org>
Reviewed-by: Sergiy Byelozyorov <sergiyb@chromium.org>