On closing a message from the spyder-terminal appears on the Windows installer

[dalthviz]

I checked with the full installer and seems like is closing without segfaults. However while checking it when closing a message from the spyder-terminal appears:

Originally posted by @dalthviz in #16409 (comment)

[ccordoba12]

To solve this the right way perhaps we also need to add support for PyQt 5.15 to Spyder-terminal.

So the easiest thing we could do before the release is to force a clean shutdown using os._exit(0) for the Windows installer, as we're doing for the Mac one too.