gh-116012: Preserve GetLastError() across calls to TlsGetValue on Windows (GH-116014)

Python/pystate.c

@@ -2528,16 +2528,7 @@ PyGILState_Check(void)
         return 0;
     }
 
-#ifdef MS_WINDOWS
-    int err = GetLastError();
-#endif
-
     PyThreadState *tcur = gilstate_tss_get(runtime);
-
-#ifdef MS_WINDOWS
-    SetLastError(err);
-#endif
-
     return (tstate == tcur);
 }