Python word count with DirectRunner gets stuck during application termination on Windows

Using virtualenv 15 **** python 2.7.13 **** pip 9.0.1 on Windows 2016

Example logs from DirectRunner:
```

(beamRC2)PS C:\Users\lcwik\.virtualenvs\beamRC2> python -m apache_beam.examples.wordcount --input ".\input\*"
--output l
ocal_counts
No handlers could be found for logger "oauth2client.contrib.multistore_file"
INFO:root:Missing
pipeline option (runner). Executing pipeline using the default runner: DirectRunner.
INFO:root:Running
pipeline with DirectRunner.

```

Application gets stuck here, pressing ctrl-z gets it unstuck and the remainder below is logged
```

INFO:root:Starting finalize_write threads with num_shards: 1, batches: 1, num_threads: 1
INFO:root:Renamed
1 shards in 0.14 seconds.
INFO:root:number of empty lines: 47851
INFO:root:average word length: 4

```

Output is correct, so it seems as though the bug is somewhere in shutdown.
Happens when using a local or gs path with the DirectRunner. Enabling DEBUG logging did not add any additional details.

Imported from Jira [BEAM-2265](https://issues.apache.org/jira/browse/BEAM-2265). Original Jira may contain additional context.
Reported by: lcwik.

Start by reproducing apache_beam.examples.wordcount with DirectRunner on Windows using the command and environment shown. Trace the DirectRunner application-termination and shutdown path; done means the process exits without needing Ctrl-Z while preserving the correct output.

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