don't warn for failed symlink on Windows (just error)

[StefanKarpinski]

See JuliaLang/Pkg.jl#2061: in symlink on Windows if the symlink operation fails, we print a warning and the throw an error. This means that even if we catch the warning (when, say, we're just testing to see if we can symlink), we end up printing a warning too. PlatformEngines and Tar were disabling logging to suppress this, but this can cause problems with Julia's CI (this is the root cause of the very annoying #37731 CI failures). There are already PRs to stop disabling logging in both of these places: JuliaLang/Pkg.jl#2062, JuliaIO/Tar.jl#76. However, we should also stop printing that warning and instead include the warning test, if at all, in the error message.