gh-90815: Fix test_embed for Windows PGO build with mimalloc (GH-94790)

Fixes the failure of PGO building with `mimalloc` on Windows, ensuring that `test_bpo20891` does not break profiling data (`python31*.pgc`).

Programs/_testembed.c

@@ -368,6 +368,8 @@ static int test_bpo20891(void)
 
     PyThread_free_lock(lock);
 
+    Py_Finalize();
+
     return 0;
 }