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Dlopening MKL on Windows gives "Access is denied" error #38993

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@giordano

Description

Just using MKL_jll on Windows should reproduce the error. This is from tests in FFTW.jl:

ERROR: LoadError: LoadError: InitError: could not load library "C:\Users\runneradmin\.julia\artifacts\6de083f4770c1a6b49d179e2aa0f30c4bffde4a4\bin\mkl_core.dll"
Access is denied. 
Stacktrace:
  [1] dlopen(s::String, flags::UInt32; throw_error::Bool)
    @ Base.Libc.Libdl .\libdl.jl:114
  [2] dlopen
    @ .\libdl.jl:114 [inlined]
  [3] __init__()
    @ MKL_jll ~\.julia\packages\MKL_jll\ZCoyO\src\wrappers\x86_64-w64-mingw32.jl:56
  [4] _include_from_serialized(path::String, depmods::Vector{Any})
    @ Base .\loading.jl:670
  [5] _require_search_from_serialized(pkg::Base.PkgId, sourcepath::String)
    @ Base .\loading.jl:756
  [6] _require(pkg::Base.PkgId)
    @ Base .\loading.jl:994
  [7] require(uuidkey::Base.PkgId)
    @ Base .\loading.jl:910
  [8] require(into::Module, mod::Symbol)
    @ Base .\loading.jl:897
  [9] include(mod::Module, _path::String)
    @ Base .\Base.jl:386
 [10] include(x::String)
    @ FFTW D:\a\FFTW.jl\FFTW.jl\src\FFTW.jl:1
 [11] top-level scope
    @ D:\a\FFTW.jl\FFTW.jl\src\FFTW.jl:20
 [12] include
    @ .\Base.jl:386 [inlined]
 [13] include_package_for_output(pkg::Base.PkgId, input::String, depot_path::Vector{String}, dl_load_path::Vector{String}, load_path::Vector{String}, concrete_deps::Vector{Pair{Base.PkgId, UInt64}}, source::String)
    @ Base .\loading.jl:1209
 [14] top-level scope
    @ none:1
 [15] eval
    @ .\boot.jl:369 [inlined]
 [16] eval(x::Expr)
    @ Base.MainInclude .\client.jl:453
 [17] top-level scope
    @ none:1
during initialization of module MKL_jll
in expression starting at D:\a\FFTW.jl\FFTW.jl\deps\deps.jl:1
in expression starting at D:\a\FFTW.jl\FFTW.jl\src\FFTW.jl:1
ERROR: LoadError: Failed to precompile FFTW [7a1cc6ca-52ef-59f5-83cd-3a7055c09341] to C:\Users\runneradmin\.julia\compiled\v1.7\FFTW\jl_6DF4.tmp.
Stacktrace:
 [1] error(s::String)
   @ Base .\error.jl:33
 [2] compilecache(pkg::Base.PkgId, path::String, internal_stderr::IOContext{Base.PipeEndpoint}, internal_stdout::IOContext{Base.PipeEndpoint})
   @ Base .\loading.jl:1356
 [3] compilecache(pkg::Base.PkgId, path::String)
   @ Base .\loading.jl:1302
 [4] _require(pkg::Base.PkgId)
   @ Base .\loading.jl:1017
 [5] require(uuidkey::Base.PkgId)
   @ Base .\loading.jl:910
 [6] require(into::Module, mod::Symbol)
   @ Base .\loading.jl:897
 [7] include(fname::String)
   @ Base.MainInclude .\client.jl:451
 [8] top-level scope
   @ none:6
in expression starting at D:\a\FFTW.jl\FFTW.jl\test\runtests.jl:2

This is a regression from v1.5.

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    packagesPackage management and loadingregressionRegression in behavior compared to a previous versionsystem:windowsAffects only Windows

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