Do not check for the `mingwex` library in `/configure`

See the recent discussion in !10360 --- Cabal will itself check for the
library for the packages that need it, and while the autoconf check
additionally does some other things like define a `HAS_LIBMINGWEX` C
Preprocessor macro, those other things are also unused and unneeded.

Progress towards #17191, which aims to get rid of `/configure` entirely.

configure.ac

@@ -946,9 +946,6 @@ AC_CHECK_DECLS([program_invocation_short_name], , ,
 [#define _GNU_SOURCE 1
 #include <errno.h>])
 
-dnl ** check for mingwex library
-AC_CHECK_LIB([mingwex],[closedir])
-
 dnl ** check for math library
 dnl    Keep that check as early as possible.
 dnl    as we need to know whether we need libm