Do not create device when not using device

[zcbenz]

• Do not call default_device() on initialization.
• Do not clear compile cache on exit which initializes device eventually, it is meaningless since it simply clears a std::map.

[angeloskath]

Hm the cache clearing could actually be a problem. The reason is that the C++ compiler cache can outlive the python interpreter and it will keep python data that when destroyed will try to acquire the GIL which is not available since the python interpreter has exited.

[zcbenz]

Ah that makes sense, it would be a lot more tricky to ensure thread safety then, I'll revisit this later.