Windows feedback

Another batch of Windows feedback for ghcup devs.

<fren> Press enter to accept the default [C:\]:
<fren> Press enter to accept the default [C:\\cabal]:
<fren> Why is one escaped and the other not?

<fren> ...Msys2 doesn't exist, installing into C:\\ghcup\msys64
<fren> Maybe the scripts all run fine, but presenting the paths like triggers my
       scripting-error-sense

I had “Do I need stack?” asked, which was not new. I know there is a default and I know there are some problems with stack+ghcup. I hope in the future it can be bundled full stop, it might be that the question is weird to folks who don’t even know what stack is.