socket methods with timeout take very slow path on Windows

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2020-09-17.20:25:37.882>
labels = ['3.8', '3.9', '3.10', 'performance', 'library', 'OS-windows']
title = 'socket methods with timeout take very slow path on Windows'
updated_at = <Date 2020-09-17.20:25:37.882>
user = 'https://github.com/zooba'

bugs.python.org fields:

activity = <Date 2020-09-17.20:25:37.882>
actor = 'steve.dower'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Library (Lib)', 'Windows']
creation = <Date 2020-09-17.20:25:37.882>
creator = 'steve.dower'
dependencies = []
files = []
hgrepos = []
issue_num = 41806
keywords = []
message_count = 1.0
messages = ['377065']
nosy_count = 4.0
nosy_names = ['paul.moore', 'tim.golden', 'zach.ware', 'steve.dower']
pr_nums = []
priority = 'normal'
resolution = None
stage = 'needs patch'
status = 'open'
superseder = None
type = 'performance'
url = 'https://bugs.python.org/issue41806'
versions = ['Python 3.8', 'Python 3.9', 'Python 3.10']