The windows workers weren't daemons and were not correctly killed when ctrl-c'd from the terminal. Withi this change when the main thread is killed, all daemons get killed as well.
I also reduced the time we give to workers to cleanup nicely to not have people ctrl-c'ing when they get inpatient.
The output when threads clened up nicely:
PS C:\<dir>> hg.exe sparse --disable-profile SparseProfiles/<profile>.sparse interrupted!
The output when threads don't clenup in 1 sec:
PS C:\<dir> hg.exe sparse --enable-profile SparseProfiles/<profile>.sparse failed to kill worker threads while handling an exception interrupted! Exception in thread Thread-4 (most likely raised during interpreter shutdown): PS C:\<dir>>