In Python 3.8 the default loading path changed to be safer. msys lagged
this behaviour for compatibility reasons, but changed it mid-last-year
and we didn't notice.

See
  https://docs.python.org/3/whatsnew/3.8.html#bpo-36085-whatsnew
for the python change and
  https://www.msys2.org/news/#2023-08-06-python-changed-behavior-when-
  loading-dll-dependencies-of-extension-modules
for the msys side of the change.

msys is in the process of removing these packages, so there's no
realistic way we can continue to support it (even if we wanted to, which
I don't).