socket select() creates a thread and close() doesn't end thread - c++

Question

When I do a select on a socket it creates a thread. When I close the socket it does not release the thread.
I am running the code in cygwin. At the first pause I attach gdb and there are three threads (not sure why three). I quit gdb and continue the program which opens does the following: open socket, bind, select, close. I then hit the second pause and then attach gdb and there are now four threads. I have even added a shutdown. I am sure that I am missing something simple but I can't seem to find it.
Here is the code.
#include <netdb.h>
#include <fstream>
#include <iostream>
#include <shlobj.h>
using namespace std;
void mySleep(int miliSeconds)
{
usleep(miliSeconds * 1000);
}
void mySleep(int miliSeconds)
{
// Sleep(miliSeconds);
usleep(miliSeconds * 1000);
}
void myPause()
{
cout << "Paused, hit enter to continue..."<< endl;
getchar();
}
int main()
{
myPause();
struct sockaddr_in serv_addr, client_addr;
client_addr.sin_family = AF_INET;
client_addr.sin_port = htons(10000);
client_addr.sin_addr.s_addr = htonl(INADDR_ANY);
struct hostent* server = gethostbyname("127.0.0.1");
memset((char *) &serv_addr, 0, sizeof (serv_addr));
serv_addr.sin_family = AF_INET;
memcpy((char *)&serv_addr.sin_addr.s_addr, (char *) server->h_addr, server->h_length);
serv_addr.sin_port = htons(10000);
int sockfd = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP);
if (sockfd < 0)
{
cout << "Error opening socket" << endl;
exit(-1);
}
int retCode;
socklen_t sockAddrLen = sizeof(sockaddr_in);
retCode = bind(sockfd, (const struct sockaddr *) &client_addr, sockAddrLen);
if (retCode < 0)
{
cout << "Unable to bind" << endl;
close(sockfd);
exit(-1);
}
struct timeval tv;
fd_set socks;
FD_ZERO(&socks);
FD_SET(sockfd, &socks);
tv.tv_sec = 5;
tv.tv_usec = 0;
retCode = select(sockfd + 1, &socks, NULL, NULL, &tv);
if (retCode < 0)
{
cout << "Unable to select" << endl;
close(sockfd);
exit(-1);
}
retCode = shutdown(sockfd, 2); // 2 = stop both reception and transmission
if (retCode < 0)
{
cout << "Unable to shutdown" << endl;
close(sockfd);
exit(-1);
}
retCode = close(sockfd);
if (retCode < 0)
{
cout << "Unable to close" << endl;
close(sockfd);
exit(-1);
}
sockfd = -1;
mySleep(5000);
myPause();
return 0;
}

Answer 1

Closing a UDP socket simply doesn't cause a select on that socket to end. I'm unclear why, but this is expected behavior. See this older question