I haven't tried W10 at all, but it's likely they didn't implement all of the terminal features required by screen, or that they did, but $TERM is set to something not recognized by [the terminal library that presumably underpins] screen.

For any new programmers who want to learn more, search for "ANSI escape codes", VT100, "terminal emulation", termcap, and terminfo. Maybe add curses and pseudoterminal for extra credit.