AssignProcessToJobObject() failed in ray.init() 

### Search before asking

- [X] I searched the [issues](https://github.com/ray-project/ray/issues) and found no similar issues.


### Ray Component

Ray Core

### What happened + What you expected to happen

When starting ray.init() from terminal - both in Run and Debug mode, the following exception is thrown:
```
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\_private\client_mode_hook.py", line 105, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\worker.py", line 908, in init
    _global_node = ray.node.Node(
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\node.py", line 235, in __init__
    self.start_ray_processes()
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\node.py", line 947, in start_ray_processes
    self.start_raylet(plasma_directory, object_store_memory)
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\node.py", line 808, in start_raylet
    process_info = ray._private.services.start_raylet(
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\_private\services.py", line 1642, in start_raylet
    process_info = start_ray_process(
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\_private\services.py", line 665, in start_ray_process
    ray._private.utils.set_kill_child_on_death_win32(process)
  File "C:\Users\python_venvs\gem_dl\lib\site-packages\ray\_private\utils.py", line 796, in set_kill_child_on_death_win32
    raise OSError(ctypes.get_last_error(),
OSError: [Errno 0] AssignProcessToJobObject() failed

```



### Versions / Dependencies

```
ray==1.9.2
Python 3.8.10
Windows 10

```


### Reproduction script

Reproduction (REQUIRED)
In a python terminal run this:

```
import ray
ray.init()
```

### Anything else

_No response_

### Are you willing to submit a PR?

- [ ] Yes I am willing to submit a PR!

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AssignProcessToJobObject() failed in ray.init() #21994

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AssignProcessToJobObject() failed in ray.init() #21994

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