Windows select() errors out when given no fds to select on, which breaks SelectSelector

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2017-01-12.23:42:18.821>
labels = ['type-bug', '3.8', '3.9', '3.10', 'library', 'OS-windows']
title = 'Windows select() errors out when given no fds to select on, which breaks SelectSelector'
updated_at = <Date 2021-03-12.21:41:22.098>
user = 'https://github.com/njsmith'

bugs.python.org fields:

activity = <Date 2021-03-12.21:41:22.098>
actor = 'vstinner'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Library (Lib)', 'Windows']
creation = <Date 2017-01-12.23:42:18.821>
creator = 'njs'
dependencies = []
files = []
hgrepos = []
issue_num = 29256
keywords = []
message_count = 5.0
messages = ['285353', '285497', '287222', '287223', '287225']
nosy_count = 8.0
nosy_names = ['paul.moore', 'giampaolo.rodola', 'tim.golden', 'njs', 'berker.peksag', 'zach.ware', 'eryksun', 'steve.dower']
pr_nums = []
priority = 'normal'
resolution = None
stage = 'needs patch'
status = 'open'
superseder = None
type = 'behavior'
url = 'https://bugs.python.org/issue29256'
versions = ['Python 3.8', 'Python 3.9', 'Python 3.10']