Preventing returning io.EOF on non-connection oriented sockets is
already applied to Unix variants. This CL applies it to Windows.

Update #4856.

Change-Id: I82071d40f617e2962d0540b9d1d6a10ea4cdb2ec
Reviewed-on: https://go-review.googlesource.com/2203Reviewed-by: Ian Lance Taylor <iant@golang.org>
Reviewed-by: Alex Brainman <alex.brainman@gmail.com>