If the preview is not removed from the desktop, the FileChooser will try to reuse
the same ComponentPeer the next time the preview component is used.

Previously, when the FileChooser::Native instance entered the
modal state, it was preventing the inner FilePreviewComponent from
receiving events.

The Win32NativeFileChooser was taking ownership of itself
in its `Thread::run` implementation. This meant that sometimes
the destructor of the file chooser thread would execute directly
in `Thread::run`.

Now, we explicitly transfer ownership into a function object which
will run asynchronously on the main thread. This way, the file chooser
thread will be stopped on the main thread.