The rules for quoting the command line that a subprocess receives are
user space conventions implemented by the C runtime. Python's quoting
rules are implemented here:
https://github.com/python/cpython/blob/c30098c8c6014f3340a369a31df9c74bdbacc269/Lib/subprocess.py#L725
The result is that the final command line C string computed by Python is
'echo \"'. Mingw doesn't appear to interpret that backslash as escaping
the quote because it is not already inside a quoted region. As a result,
our echo command prints a single backslash instead of a quote.
The whole issue can be sidestepped by adding a space a forcing Python to
put the argument to echo in double quotes.