Yea, it's not really a bug so much as just a very old legacy limitation. Microsoft has ripped out a lot of NT/XP compatibility in Win 7/8/10. I wonder if these special names are still in a lot of use, or if it's just low priority (or it's in a part of the code base where it's low tech debt and no one cares).
Exactly. I read this thread this morning and found it a bit frustrating that is was being called a bug. This isn't a bug, it's a documented feature that still exists for backwards compatibility. You may not like it, or may not agree that it still exists, but it was intentionally designed and has been intentionally kept around. It's like complaining that you can't make a file name with / in it under linux (or perhaps making a file with / in it's name on a system that allows it then saying linux has a bug when it can't open it).
This feature has long outlived its usefulness, and should've been deprecated decades ago. Windows can run programs in "compatibility mode", so there is really no reason to keep these special files around for most programs. Maybe run CMD.COM in compatibility mode by default, so that batch files still work like 40 years ago, but other than that there is no reason to have that feature/limitation imposed on the graphical file Explorer, or pretty much any other software.
Not being able to use / in filenames under Linux is slightly different because the / has an actual legitimate widespread use with no real alternative.