Well, we package our own software so we can work around any quirks that our system introduces, but actually generic cmake should work fairly well out of the box.
The difference will the down to path translation. We don't stick to the old MSYS rules precisely as that code was re-written for MSYS2. MSYS2_ARG_CONV_EXCL can be used to prevent specific translations from happening too.
A bug report would be appreciated anyway.