Deadlock when running dataloader tests for ChunkDataSet on Windows

Sample build log:
https://ci.pytorch.org/jenkins/job/pytorch-builds/job/pytorch-win-ws2016-cuda9-cudnn7-py3-test2/24028/console

Known tests that will cause the deadlock are:
```
DataLoaderTest.ChunkDataSetGetBatch
DataLoaderTest.ChunkDataSetWithEmptyBatch
```

It needs further investigation.