Don't redirect compiler stderr to stdout on Windows

It is not clear to me why this would be useful, except a slight
performance enhancement because you need one less thread. This causes a
problem in `testproperties`, which calls `clm` and passes stdout and
stderr through. When `testproperties` is called by `cleantest`,
`cleantest` expects only JSON test events on stdout, while stderr may be
used for warnings. So if the compiler warnings are all on stderr and clm
provides no extra output on stdout (as is the case after this commit),
the `cleantest` user will get information about compilation
errors/warnings while the tests continue to work.
1 job for keep-separate-stdout-and-stderr in 47 seconds (queued for 1 second)
Status Job ID Name Coverage
passed #109809