Have been using this for a while for the exact same reasons as the author gives. It even sort of works on windows though it can be messy as it relies on a HOME environment variable, using forward slashes and unix style paths (i.e. /c/blah instead of c:\blah). I never figured whether that is because of mr, perl or the particular perl version I'm using (the one which comes with git for windows).
Currently none, since I have HOME defined and never give it windows-style paths. I mostly use powershell or plain cmd. IIRC some of the more advanced features didn't work as expected but I don't recall exactly what or how.
Gotcha. Yeah, sticking with the bash environment makes unix style paths just work. So I haven't had a problem with that. Just thought it might be something I could help with since i use it in windows too. Cheers.