This seemingly useless test is the only test failure for me with installed 3.9.1.  Why keep it, at least on Windows.

The failure with "locale.Error: unsupported locale setting" is not limited to Windows.  #25191 and duplicate #31636 report the same error on user machines (non-buildbot, as here). #25191proposes the following patch to skip this failure.

-        locale.setlocale(locale.LC_CTYPE, loc)
-        self.assertEqual(loc, locale.getlocale(locale.LC_CTYPE))
+        try:
+            locale.setlocale(locale.LC_CTYPE, loc)
+            self.assertEqual(loc, locale.getlocale(locale.LC_CTYPE))
+        except locale.Error:
+            # Unsupported locale setting
+            self.skipTest('unsupported locale setting')

I believe that this is effectively the same as deleting the test.  But if we believe it is being skipped on at least Windows buildbots, then we should do the same at least on user Windows machines.  Or, if we could detect user manchines, skip on them.