It requires MSYS2 on Windows which is now a whole new userspace to deal with. In addition, the MSYS2 compilers will output DWARF debug symbols (right?), which means none of the graphical debuggers (Visual Studio, RemedyBG, RADDbg, etc.) will work.

EDIT: Apparently, MSYS2's Clang has an option "-gcodeview" that can generate PDBs. Would try it tomorrow and see how it goes.