We update the cache in NtUserCreateDesktopEx, as it may change existing thread desktop flags, but we need to do it as well when a new desktop is created while still detached, then attached to a thread through NtUserSetThreadDesktop.
Wine-Bug: https://bugs.winehq.org/show_bug.cgi?id=55146
This is the case when forcing virtual desktop mode with new desktop creation by running `explorer /desktop=test,1024x768 winecfg` for instance.