Fun things is that I encountered that for the first time when using Clozure CL (https://ccl.clozure.com/) which quotes colons when converting paths to string even on Linux:
$ cat <<'EOF' >x.lisp
heredoc> (require :uiop)
heredoc> (let ((p (make-pathname :name "foo:bar")))
heredoc> (format t "~@{~A~%~}" (namestring p) (uiop:native-namestring p)))
heredoc> EOF
$ ccl -b -Q -l x.lisp </dev/null
foo\:bar
foo:bar
$ sbcl --script x.lisp
foo:bar
foo:bar