> I've just tried, "..." doesn't seem to mean anything on the Windows CLI.

It's not only about Windows / Linux here - it's about the shell and command which is being used. If we talk about "cd" for example - it's a builtin in most common shells on Linux, which behave differently:

bash:

    /a/b/c $ cd ...
    bash: cd: ...: No such file or directory

dash:

    /a/b/c $ cd ...
    dash: 8: cd: can't cd to ...

zsh:

    /a/b/c $ cd ...
    /a $

I think using '...' to navigate to the parent is confusing. 
It's well known and agreed that '..' is for navigating to the parent. 
'...' looks similar but is definitely not the same as '..' and therefore shouldn't be treated as such.