Upgrade bundled zlib to 1.2.12 wheels once HDF5 is compatible

[takluyver]

In #2080, @matham found that HDF5 1.12.1 doesn't build with zlib 1.2.11. This is unfortunate, because there's a security issue fixed in zlib 1.2.12. Once there's a new release of HDF5, we should remember to upgrade the bundled zlib wherever we can - certainly this applies to at least the Mac wheels.

For Linux, it appears that we don't bundle zlib - it's now whitelisted in auditwheel as something you can assume will be on the system (pypa/auditwheel#152, pypa/auditwheel#334). So that's not our problem. 😃

For Windows, we get zlib from this nuget package, which is still on 1.2.11. Then again, 1.2.12 has only been out a few days, so it may just be a matter of waiting.