bpo-37278: Fix test_asyncio ProactorLoopCtrlC (GH-14074)

bpo-37278: Fix test_asyncio ProactorLoopCtrlC (GH-14074)

Join the thread to prevent leaking a running thread and leaking a
reference.

Cleanup also the test:

* asyncioWindowsProactorEventLoopPolicy became the default policy,
  there is no need to set it manually.
* Only start the thread once the loop is running.
* Use a shorter sleep in the thread (100 ms rather than 1 sec).
* Use close_loop(loop) rather than loop.close().
* Use longer variable names.
(cherry picked from commit 07559450b2d9179e4c99e0af088ce7550e549f94)

Co-authored-by: Victor Stinner <vstinner@redhat.com>