If an application wants to override je_malloc_message, it is better to define
the symbol locally than to change its value in main(), which might be too late
for various reasons.
Due to je_malloc_message being initialized in util.c, statically linking
jemalloc with an application defining je_malloc_message fails due to
"multiple definition of" the symbol.
Defining it without a value (like je_malloc_conf) makes it more easily
overridable.