A plain variable is insuffecient for inter-thread communication. Both the
compiler and the processor may reorder accesses. The compiler could even
cache dataLoaded with the result that STATE_FINISHED becomes unreachable.

Fix this by using C11 atomic_bool, which guarantees sequential consistency.

This fixes #827.

And while at it, use a switch clause to make the state machine
structure clearer.

Data loading in a second thread with progress bar in main thread