The regression is caused by change bind-address server parameter
in MDEV-8083, so now server listens on IPv4 only by default.

The problem however is that on Windows, connection to server on localhost
appears to be much faster, if server listens on IPv6/dual stack.
mysql_real_connect() would try to connect to IPv6 loopback  first,
and if this fails, the failing connect() call takes several seconds.

To fix, use bind-address=* on Windows, and 127.0.0.1 elsewhere