It turns out that the STL requires you to place the DLLs into the
directory of the executable; else, msvcp140.dll will be taken from
C:\Windows\System32 (which is unsupported).
This was discovered because of the recent constexpr mutex change;
see [microsoft/STL#3824][]. Especially the fuzzer unit tests fail
completely with the mutex changes.
[microsoft/STL#3824]: https://github.com/microsoft/STL/issues/3824