The feature_unsupported_utxo_db.py test is skipped on Windows, because the ancient exe used in the test does not support UTF-8.
One way to fix this could be to rework the test_runner to supply an ASCII temp dir. However, this is tedious and probably not worth it for a test that is close to being deleted: The test only checks that a -reindex-chainstate is sufficient, but at this point, it seems fine to accept users having to go through a full -reindex, or even full re-download.
I am not deleting it just yet, because it is still minimally useful: E.g. #31674 (comment). Though, I think the next time an issue pops up with this test, it can be considered for deletion.