Don't use auto for lambda parameter

Older gcc versions (here 4.9.2) can't handle auto for a lambda parameter:

../../gdb/windows-nat.c: In member function 'void windows_nat_target::delete_thread(ptid_t, DWORD, bool)':
../../gdb/windows-nat.c:629:12: error: use of 'auto' in lambda parameter declaration only available with -std=c++1y or -std=gnu++1y [-Werror]
        [=] (auto &th)
            ^