So, without win.display(), there's no combination that leaks? It doesn't make sense, because all setFramerateLimit does is to add a call to sf::sleep inside Window::display(). So if it's not the "OpenGL" part of display which leaks, nor sf::sleep, there's nothing else in Window::display() that can leak.
Can you try to find a simple OpenGL program, and check if it leaks too? It can be a pure WGL/Win32 program, or one that uses SDL 2, GLFW, FreeGlut, or whatever.
Don't waste too much time tracking the "leak" with tools, I'm 100% sure that it comes from the driver. Check my suggestions first.
And try to reduce your program more: is the event loop needed to produce the leak? Is win.clear() needed?