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Well, Windows technically supports files with the reserved names - if you use the right APIs - but they break many programs including Explorer. You could make an analogy to Unix filenames with spaces or newlines, which can be created but don't work properly with some tools. (For spaces, try 'make CFLAGS="-I/path/with spaces/"' - there is no way to escape it or otherwise make it work. Newlines break a lot of stuff.)

IIRC you can `make "CFLAGS=-I/path/with spaces/"`

That doesn't make a difference - regardless of where you put the opening quote, make gets the string "CFLAGS=-I/path/with spaces" as argv[1]. The quotes do help, as otherwise it gets split up into multiple arguments to make.

But actually, I was wrong - GNU make passes strings to execute to the shell, so you can use nested quotes: CFLAGS='"-I/path/with/spaces"'. Not sure why I thought differently. The shell itself doesn't work this way, though: when it splits a variable into multiple arguments, it just splits by spaces rather than doing any fancier processing. So there are issues with shell scripts.

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