I have a basic gem. Its CI looks like this.

https://github.com/Shopify/seafoam/blob/master/.github/workflows/workflows.yml

I enabled Windows, and there even a basic bundle exec rspec doesn't work on Windows.

Shopify/seafoam@9ef19e5

https://github.com/Shopify/seafoam/runs/3186334852

I found this in a more complex gem, but I'm reproducing here to make the problem more clear in simpler code. That gem does bundle exec rake, so it's not a Rake / RSpec thing.