> You can take the view that it's not a bug (with some justification), 
> but a few lines in the cmd docs would make all the difference in 
> terms of wasted time.

If anything, I think the readline documentation should have a note explaining the situation in Windows. The documentation of the cmd module already makes the readline dependency clear: 

    If the readline module is loaded, input will automatically inherit 
    bash-like history-list editing (e.g. Control-P scrolls back to the
    last command, Control-N forward to the next one, Control-F moves the 
    cursor to the right non-destructively, Control-B moves the cursor to 
    the left non-destructively, etc.).