bpo-39586: Deprecate distutils bdist_msi command

[hugovk]

The distutils bdist_msi command is now deprecated, use bdist_wheel (wheel packages) instead.

Based on #14553, which was for bdist_wininst.

https://bugs.python.org/issue39586

[codecov]

Codecov Report

Merging #18415 into master will increase coverage by 1.07%.
The diff coverage is n/a.

@@             Coverage Diff             @@
##           master   #18415       +/-   ##
===========================================
+ Coverage   82.11%   83.19%    +1.07%     
===========================================
  Files        1954     1570      -384     
  Lines      583588   414420   -169168     
  Branches    44428    44428               
===========================================
- Hits       479240   344784   -134456     
+ Misses      94701    59991    -34710     
+ Partials     9647     9645        -2     

Impacted Files	Coverage Δ
Lib/idlelib/colorizer.py	85.78% <0.00%> (-1.02%)	⬇️
Lib/_weakrefset.py	59.18% <0.00%> (-0.69%)	⬇️
Lib/test/test_queue.py	93.33% <0.00%> (-0.45%)	⬇️
Lib/test/test_random.py	96.78% <0.00%> (-0.31%)	⬇️
Lib/asyncio/base_events.py	81.86% <0.00%> (-0.10%)	⬇️
Lib/test/test_io.py	94.85% <0.00%> (-0.07%)	⬇️
Lib/idlelib/squeezer.py	93.23% <0.00%> (ø)	⬆️
Objects/enumobject.c
Modules/expat/xmltok_impl.c
Modules/_decimal/libmpdec/bits.h
... and 386 more

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