bpo-36044: Avoid warnings in Windows PGO build and add lzma, bz2 and sqlite coverage (GH-14985)


https://bugs.python.org/issue36044

Automerge-Triggered-By: @zooba
(cherry picked from commit e1b900247227dad49d8231f1d028872412230ab4)

Co-authored-by: Steve Dower <steve.dower@python.org>
diff --git a/Lib/test/libregrtest/pgo.py b/Lib/test/libregrtest/pgo.py
index 327f193..379ff05 100644
--- a/Lib/test/libregrtest/pgo.py
+++ b/Lib/test/libregrtest/pgo.py
@@ -10,6 +10,7 @@
     'test_binop',
     'test_bisect',
     'test_bytes',
+    'test_bz2',
     'test_cmath',
     'test_codecs',
     'test_collections',
@@ -29,6 +30,7 @@
     'test_itertools',
     'test_json',
     'test_long',
+    'test_lzma',
     'test_math',
     'test_memoryview',
     'test_operator',
@@ -37,6 +39,7 @@
     'test_pprint',
     'test_re',
     'test_set',
+    'test_sqlite',
     'test_statistics',
     'test_struct',
     'test_tabnanny',