For determining font metrics, the pgf backend is communicating with a spawned LaTeX instance. A problem on Windows is that a process spawned by subprocess automatically inherits all open file descriptors and keeps them open as long as the subprocess is running. As a result, the application will hold on to the files and moving or deleting them may fail. There is an option called close_fds that prevents this from happening, but if you enable that option there is no way of communicating with the process.

I don't see how this can be done with stdin/stdout on Windows, so the only solution appears to be the development of a own simple inter-process communication and not to inherit fds when spawning the subprocess.