Memory Leak in SDL_SetError when using std::thread

I created a bug report because I’m getting a memory leak when SDL_SetError is called from a thread created by std::thread instead of SDL_Thread.
There is more related information in the report.
https://bugzilla.libsdl.org/show_bug.cgi?id=3317

I’ve just spotted this too using Visual Leak Detector on win32 / SDL2-2.0.10 as it triggered my ‘no memory leaks’ testing.