I see this in the documentation, which basically answers the question:

"windll does not try to select [wide or narrow functions] by magic, you
must access the version you need by specifying GetModuleHandleA or
GetModuleHandleW explicitely, and then call it with normal strings or
unicode strings respectively."

This behavior is inconsistent with how structures are handled, where
members are up-converted to unicode.  For example.

>>> class simple(Structure):
>>>   _fields_ = [('value', c_wchar_p)]
>>>
>>> simple('foo').value
u'foo'