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Sorry, I'm closing this as "3rd Party, Won't Fix".  It's
certainly not Python's doing that Microsoft's stdio
implementation has peculiar undocumented warts (Python just
calls the platform C's fread() here), so at best this is a
request for enhancement rather than a Python bug.

If there is a bug here, it's Microsoft's bug, and then the
proper source for a fix is also Microsoft.  This is
especially true since the two people who have tried this
here don't see the same behavior -- we don't even know what
"the bug" is.