With current versions of mingw-w64, TLS destructors that are registered
while executing TLS destructors are lost and leaked.
The root cause does get fixed further upstream in mingw-w64 in
https://github.com/mingw-w64/mingw-w64/commit/71eddccd746c56d9cde28bb5620d027d49259de9
though, but mark the test as unsupported for now, but it can be
considered supported again when the version used in the CI runner
has been updated.