[BUG] On Windows an engine is started multiple times when multiple masters are defined

Description
Running salt-minion with multiples masters causes equal amount of the same engine to be started.

Setup
Connect a Windows minion to two salt-masters and enable the test engine:

master:
- master1
- master2
engines:
- test
log_level: debug
log_level_logfile: debug

Steps to Reproduce the behavior
Two engines are started instead of one:

PS C:\salt\var\log\salt> Select-String "Starting Engine salt.engines.Engine" .\minion

minion:3866:2021-06-10 07:35:18,900 [salt.engines     :65  ][INFO    ][6740] Starting Engine
salt.engines.Engine(salt.loaded.ext.engines.test)
minion:3889:2021-06-10 07:35:19,618 [salt.engines     :65  ][INFO    ][6740] Starting Engine
salt.engines.Engine(salt.loaded.ext.engines.test)

PS C:\salt\var\log\salt> Select-String "Creating minion process manager" .\minion
minion:3851:2021-06-10 07:35:18,591 [salt.minion      :1272][INFO    ][6740] Creating minion process manager
minion:3862:2021-06-10 07:35:18,863 [salt.minion      :1272][INFO    ][6740] Creating minion process manager

Expected behavior
Expected to be only running 1 test engine.

Versions Report

PS C:\salt> .\salt-call.bat --versions-report
Salt Version:
          Salt: 3002.6

Dependency Versions:
          cffi: 1.12.2
      cherrypy: 17.4.1
      dateutil: 2.8.0
     docker-py: Not Installed
         gitdb: 2.0.5
     gitpython: 2.1.10
        Jinja2: 2.10.1
       libgit2: Not Installed
      M2Crypto: Not Installed
          Mako: 1.0.7
       msgpack: 1.0.0
  msgpack-pure: Not Installed
  mysql-python: Not Installed
     pycparser: 2.19
      pycrypto: Not Installed
  pycryptodome: 3.9.8
        pygit2: Not Installed
        Python: 3.7.4 (tags/v3.7.4:e09359112e, Jul  8 2019, 20:34:20) [MSC v.1916 64 bit (AMD64)]
  python-gnupg: 0.4.4
        PyYAML: 5.3.1
         PyZMQ: 18.0.1
         smmap: 2.0.5
       timelib: 0.2.4
       Tornado: 4.5.3
           ZMQ: 4.3.1

System Versions:
          dist:
        locale: cp1252
       machine: AMD64
       release: 10
        system: Windows
       version: 10 10.0.19041 SP0

Additional context
The main problem here is that there's no way to tell which engine started first. For example events are duplicated (in our case event.fire_master events).