mingw_rmdir: do not prompt for retry when non-empty

in ab1a11be ("mingw_rmdir: set errno=ENOTEMPTY when appropriate"),
a check was added to prevent us from retrying to delete a directory
that is both in use and non-empty.

However, this logic was slightly flawed; since we didn't return
immediately, we end up falling out of the retry-loop, but right into
the prompting-loop.

Fix this by setting errno, and guarding the prompting-loop with an
errno-check.

Signed-off-by: Erik Faye-Lund <kusmabite@gmail.com>