lol, and one I started in 2007 January...
Display URI's in the SERPs - Google vs Yahoo! vs MSN
Us poor Windows folks get treated like "red-headed step-children" as they say. :(
And I too find Yahoo!'s response above unsatisfactory. Although I'm sure their reasoning weighed the pros vs cons. From my perspective, the cons far outweigh any pros from a user standpoint.
I was going to say "That's okay..." but its not. For those of you on a Windows Server who have a rewrite implemented or have done something to override the default Server Settings, I'd recommend verifying that you have the facilities in place to capture these incorrect URI requests and 301 them to their proper destination.
Bad Yahoo! Bad MSN! Who else does it?