It's a failing in one of the two at least. It either needs to be easier to build the things on windows, or pgxn would need to learn to do binary distributions.
Even if we get the building easier on windows, it'll likely remain a second class citizen (though better than today's third class), given the amount of windows machines that actually have a compiler on them for start. Pgxs in Windows would be a big improvement, but it won't solve the problem.
/Magnus