Under MSW calling UnblockAndRegisterWithEventLoop() for blocking sockets
is not only useless, but actually harmful when the socket is used from a
worker thread (which is the common case for blocking sockets), as it
means that the main thread will be receiving notifications for the
socket events and modifying the socket object while it's being used from
the other thread, resulting in data races and general brokenness.
This is similar to e18c8fd29a for Unix
sockets.
Closes#17937.
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