Windows gdb: Pending stop and current_event

I noticed that windows_nat_target::get_windows_debug_event does not
copy the event recorded in pending stop to
windows_process.current_event.  This seems like an oversight.  The
equivalent code in gdbserver/win32-low.cc does copy it.

This change will become moot later in the series, but I figure its
still clearer to correct the buglet as preparatory patch.

Approved-By: Tom Tromey <tom@tromey.com>
Change-Id: Ic8935d854cf67a3a3c4edcbc1a1e8957b800d907