What is up with building DMD (et al.) on Windows?

[Jeremy DeHaan via Digitalmars-d-learn]

I went to build DMD on Windows for the first time tonight and I 
have to say that it was a terrible experience when compared with 
Linux.

First issue I ran into was having HOST_DC not being set. I'm not 
sure if the DMD installer is supposed to do this or if I needed 
to take care of it, but it wasn't mentioned anywhere I could 
find. I finally just set it myself.

Then it builds DMD, but gets placed in dmd/src/ instead of its 
own directory.

After DMD is built, other things keep getting built by DMC. I get 
more than a few errors due to having an eof character on the 
first line of some .h files, or something like that.

I also built druntime, but instead of trying to use a freshly 
built dmd.exe in the neighboring DMD source directory, it went 
for the one in PATH. I haven't bothered to build Phobos on 
Windows yet.

Building DMD, Phobos, and druntime on Linux is so easy and 
straight forward. It all works as expected. What's up with 
building DMD on Windows?