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I don't see what purpose there is in having the
documentation say that EnvironmentError is raised, when a
subclass is.  _winreg is still marked as a temporary module
to be replaced, so it's hard to believe it's some sort of
future-proofing.

One could say that Exception is raised, since
EnvironmentError is a subclass of Exception, but explicit is
better than implicit, right?

(import _winreg fails on non-Windows platforms, so I don't
see how it could be for cross-platform reasons, either).