Run ddp_spawn dataloader checks on windows

[carmocca]

What does this PR do?

Fixes current failing windows tests

The fix is removing the on_windows skip. I don't know why we were skipping it.

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[codecov]

Codecov Report

Merging #6930 (90cf064) into master (3baac71) will decrease coverage by 4%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #6930    +/-   ##
=======================================
- Coverage      92%     87%    -4%     
=======================================
  Files         194     194            
  Lines       12347   12345     -2     
=======================================
- Hits        11322   10774   -548     
- Misses       1025    1571   +546     

[Borda]

@carmocca does this affect Horovod somehow?

[tchaton]

LGTM !

[carmocca]

@carmocca does this affect Horovod somehow?

No, the Horovod failure is unrelated. Probably another flaky test

[Borda]

seems you fixed Win but broke Linux