When embedding, if the parent window is destroyed, it will cause mpv's
window to be destroyed as well. Since WM_USER wakeups are sent to the
window, destroying the window will prevent wakeups and cause uninit to
hang.
Fix this by quitting the event loop on WM_DESTROY. Events should only be
processed for the lifetime of the window, from CreateWindowEx to
WM_DESTROY. After the event loop is finished, mp_dispatch_queue_process
can handle any remaining requests.