Because it only tries the PHP rename function, the Filesystem component inherits its limitation about being restricted to a single drive.
See https://github.com/symfony/symfony-installer/issues/46#issuecomment-63951753 for an issue caused by that.

composer implemented a fallback logic to be able to rename between drives: https://github.com/composer/composer/blob/edd4b2f984821fa696f1be848f9d5b5aea449537/src/Composer/Util/Filesystem.php#L260
It might be worth integrating it in the Filesystem component