O_CLOEXEC is not linux-only. Windows has the same flag. In file-opening functions there is lpSecurityAttributes argument. And there is bInheritHandle member of corresponding structure.

http://msdn.microsoft.com/en-us/library/aa379560(v=VS.85).aspx :
bInheritHandle
A Boolean value that specifies whether the returned handle is inherited when a new process is created. If this member is TRUE, the new process inherits the handle.

So, why not to implement 'e' letter in open()? it is true crossplatform. On platforms where inheritance does not work, flag should be ignored.

P.S. Moreover, I think that all file-descriptor-crete functions (open, socket, pipe, dup, ...) should set CLOEXEC atomically