Fix multiple calls to wxSocket::Initialize() in wxMSW.

Subsequent calls didn't initialize the hidden window correctly because
wxSocket::Shutdown() unregistered the window class used for it, but
wxSocket::Initialize() still kept a pointer to the previously registered class
name.

Don't remember it any longer, unlike in the other cases where we use
wxCreateHiddenWindow(), this function is only ever going to be called once
until the class is unregistered anyhow, so it doesn't have to be static.

Closes #15701.

git-svn-id: https://svn.wxwidgets.org/svn/wx/wxWidgets/branches/WX_3_0_BRANCH@75288 c3d73ce0-8a6f-49c7-b76d-6d57e0e08775