[MSVC][permissive-] xgboost failed to build with error C3779 under /permissive- on MSVC

Hi all,
The MSVC team recently added xgboost as part of RWC testing. But we found error C3779 when building xgboost with '/permissive-'. Could you please take a quick look at the issue? Thanks in advance.

**Repro steps:**
1. git clone https://github.com/dmlc/xgboost.git F:\gitP\dmlc\xgboost
2. cd F:\gitP\dmlc\xgboost & mkdir build_amd64
3. set _CL_= /permissive-
4. cd F:\gitP\dmlc\xgboost\build_amd64
5. cmake -G "Visual Studio 16 2019" -A x64 -DCMAKE_SYSTEM_VERSION=10.0.18362.0 -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON ..
6. msbuild /m /p:Platform=x64 /p:Configuration=Release xgboost.sln /t:Rebuild

**Expected Behavior**
xgboost could build successfully with '/permissive-'.

**Actual Behavior**
[build.log](https://github.com/dmlc/xgboost/files/8463018/build.log)

test_regen.cc
F:\gitP\dmlc\xgboost\tests\cpp\tree\test_regen.cc(69,30): error C3779: 'xgboost::`anonymous-namespace'::RegenTest::Iter': a function that returns 'auto' cannot be used before it is defined
F:\gitP\dmlc\xgboost\tests\cpp\tree\test_regen.cc(60): note: see declaration of 'xgboost::`anonymous-namespace'::RegenTest::Iter'
F:\gitP\dmlc\xgboost\tests\cpp\tree\test_regen.cc(63,10): note: This diagnostic occurred in the compiler generated function 'size_t xgboost::`anonymous-namespace'::RegenTest::TestTreeMethod(std::string,std::string,bool) const'