On Windows, close the client socket explicitly during backend shutdown.

It turns out that this is necessary to keep Winsock from dropping any
not-yet-sent data, such as an error message explaining the reason for
process termination.  It's pretty weird that the implicit close done
by the kernel acts differently from an explicit close, but it's hard
to argue with experimental results.

Independently submitted by Alexander Lakhin and Lars Kanis (comments
by me, though).  Back-patch to all supported branches.

Discussion: https://postgr.es/m/90b34057-4176-7bb0-0dbb-9822a5f6425b@greiz-reinsdorf.de
Discussion: https://postgr.es/m/16678-253e48d34dc0c376@postgresql.org

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