Call wxThread::OnExit() from wxThread::Exit() in wxMSW too.

Exit() is documented to call OnExit() and the pthreads version of wxThread did
behave as documented, so make wxMSW follow it as well and explicitly call
OnExit() before exiting the thread.

Closes #14212.

git-svn-id: https://svn.wxwidgets.org/svn/wx/wxWidgets/trunk@71197 c3d73ce0-8a6f-49c7-b76d-6d57e0e08775

src/msw/thread.cpp

@@ -1173,6 +1173,8 @@ wxThreadError wxThread::Kill()
 
 void wxThread::Exit(ExitCode status)
 {
+    wxThreadInternal::DoThreadOnExit(this);
+
     m_internal->Free();
 
     if ( IsDetached() )