Apparently, MSVC behavior is somewhat surprising:
For #pragma comment(linker, ...) it expects the comment string to be quoted, but for #pragma comment(lib, ...) it quotes the library name.
So, these are legal:
#pragma comment(linker, "/DEFAULTLIB:\"foo bar.lib\"")
#pragma comment(lib, "foo bar.lib")
And these get rejected:
#pragma comment(linker, "/DEFAULTLIB:foo bar.lib")
#pragma comment(lib, "\"foo bar.lib\"")