That's certainly an interesting data point.  We are just beginning to use MinGW-w64 internally, so I do not have enough experience to confirm or deny that advice.  For various reasons, we must use cross-compiling on a Linux host, so the advice to use a native compiler is moot for our situation.

Certainly, documenting the absense of the 64-bit library would be good.  Providing a documented script to generate one is better.  Providing the library would be ideal, if there will not be forward compatibility or runtime issues.

It would be nice to see concrete details about the current state of affairs.  The cython project's warning would carry more weight with me if it contained links to specific details: mailing list discussion that led to the "deliberate" decision to omit the 64-bit library, bug reports filed against the mingw-w64 project about the "runtime issues", etc..  That said, such details probably do exist, but my cursory searching has failed to turn them up.