Side note: In my Windows experiment with the prebuilt ROS 2 binary archive, the C++ launch tests failed under the default Debug configuration, while the Python tests passed. Building the test package with -DCMAKE_BUILD_TYPE=Release made the C++ tests pass. This appears to be related to an MSVC CRT/ABI mismatch between the test binaries (/MDd) and the prebuilt ROS 2 libraries (/MD), so the Windows CI build should make the Release configuration explicit.
Also, the current Windows binary installation documentation does not explicitly mention this, but the prebuilt ROS 2 binaries appear to require downstream C++ packages to use the Release MSVC runtime. For older distro like humble, it was explained in around here.