Skip workers warning test on windows

[awaelchli]

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?
• If you made a notable change (that affects users), did you update the CHANGELOG?

What does this PR do?

Extends #1430.
On Windows, the test test_warning_with_few_workers fails because it expects a warning, but the warning is omitted here when on Windows, so the test should be skipped in that case.

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

Did you have fun?

Make sure you had fun coding 🙃

[codecov]

Codecov Report

Merging #1533 into master will not change coverage.
The diff coverage is n/a.

@@          Coverage Diff           @@
##           master   #1533   +/-   ##
======================================
  Coverage      90%     90%           
======================================
  Files          68      68           
  Lines        3804    3804           
======================================
  Hits         3441    3441           
  Misses        363     363           

[Borda]

LGTM 🐰

[mergify]

Great job! =)