Background: #2999, #4105, #4283, #4284

In a nutshell:

* Only macOS actually needs `PYBIND11_EXPORT_EXCEPTION` (#4284).

* Evidently (#4283), under macOS `PYBIND11_EXPORT_EXCEPTION` does not run the risk of introducing ODR violations,

* but evidently (#4283) under Linux it does, in the presumably rare/unusual situation that `RTLD_GLOBAL` is used.

* Windows does no have the equivalent of `RTLD_GLOBAL`, therefore `PYBIND11_EXPORT_EXCEPTION` has no practical benefit, on the contrary, noisy warning suppression pragmas are needed, therefore it is best left empty.