Once again, the MSYS build of Emacs works reasonably well, and the
number of places where we need to use ugly kludges like
unmsys--file-name is small.  You have just found one more, it's no big
deal.  It makes little sense to me to complicate Emacs on behalf of
this.

OK, given the fact that you know where to add `unmsys--file-name' to fix this issue, this one can be safely closed then.