Maybe someone should file a bug to them? I don't think vim is a sane default value for EDITOR, but I have no idea whether there's any sane alternative on Windows.
'nano' is fine
I believe POSIX defines vi as mandatory visual text editor, which makes it present on any compliant OS and thus a sane default value for EDITOR.
Technically it's part of the optional "User Portability Utilities" feature group, and so is ex, the only mandatory editor in POSIX is "ed".