This eliminates some overhead, because the compiler doesn't need to
consider these functions throwing.

It's wrong to use std::system_category() for both GetLastError() and
errno on Windows.  Apparently, everybody uses std::generic_category()
for errno values, which appears to be a safe choice.

Some discussion on this confusing topic can be found here:

 https://stackoverflow.com/questions/28746372/system-error-categories-and-standard-system-error-codes

The Windows standard library emulates part of POSIX, which includes
errno.

Apparently, the std::system_error constructor appends strerror()
already.