Do not run any cleanup if the program is exiting anyway

[martin-frbg]

From keno's PR #2350 - this avoids the potential hang in blas_thread_shutdown where we may wait for threads to exit while they are waiting on the loader lock from DllMain

[Keno]

We continued seeing hangs even after this patch and after some additional investigation, this patch turns out to be insufficient. We have another copy of DllMain here: https://github.com/xianyi/OpenBLAS/blob/develop/driver/others/memory.c#L1551 (as well as one more in that file), as well as a bunch of CRT tricks. In addition gotoblas_quit is declared as DESTRUCTOR when built with gcc on windows, so that'll run it yet again. Ideally all those instances in memory.c need to be removed. Also that file basically duplicates all functions in it. It would be nice to clean that up a bit.

[martin-frbg]

Yes memory.c is messy, it is basically two versions of the same file rolled into one - owing to the bad experience with the TLS patches. And I suspect the DllMain there will only be invoked in static builds.