> This is assuming that in all these cases people are installing Python 
> for Windows and trying to use it from a non-Windows shell (both WSL 
> and Cygwin have their own "native" Python builds that presumably 
> work).

It should work from Cygwin and MSYS2 since they support DOS paths in $PATH. I don't have Cygwin installed, but I tried MSYS2 bash and Git bash, and it worked fine, even with CRLF line endings. Apparently only Cygwin bash has a problem with CRLF line endings. 

The issue with using Windows Python in this case is that the terminals for these environments emulate Unix PTYs with named pipes (e.g. "msys-0123456789abcdef-pty0-from-master" for stdin and "msys-0123456789abcdef-pty0-to-master" for stdout and stderr). Thus isatty() is false, and interactive mode has to be forced with the `-i` command-line option.