on MS Windows since this avoids a few program shutdown bugs when dlib us used as
part of a DLL.  For example, when creating python modules with threading the interpreter
sometimes hangs on program shutdown as a result of trying to destroy the global
thread pool.  Note that not destroying this resource on program shutdown is the
recommended approach according to Microsoft.
see http://blogs.msdn.com/b/oldnewthing/archive/2012/01/05/10253268.aspx