win32-threaded-resolver: stop using a dummy socket

Previously the code would create a dummy socket while resolving just to
have curl_multi_fdset() return something but the non-win32 version
doesn't do it this way and the creation and use of a socket that isn't
made with the common create-socket callback can be confusing to apps
using the multi_socket API etc.

This change removes the dummy socket and thus will cause
curl_multi_fdset() to return with maxfd == -1 more often.