Description
#13 outlines some of the reasons why MinGW builds might be advantageous, but there is also the benefit of gcc/clang toolchain being more managable, and the possibility of using cross-compiling.
The MinGW builds of Python are quite mature, and well maintained with a long list of patches at
https://github.com/msys2/MINGW-packages/tree/master/mingw-w64-python3
There are around 350 Python packages being built and tested in that repo, some with extra patches required.
I have built around around 150 myself on top of wine at https://build.opensuse.org/project/show/home:jayvdb:wine-python3:py37:packages & https://build.opensuse.org/project/show/home:jayvdb:wine-python3:py37:packages-p2 , most with tests running. Builds there disabled to avoid unnecessary load on OBS, but I was able to build standalone CLI apps with it.
(Also Nuitka-built apps at https://build.opensuse.org/project/show/home:jayvdb:wine-python3:py37:packages-Nuitka ;-) )