There isn't a "Windows" way of handling strings. You can handle strings however you want, just make sure that you pass the right data to syscalls. Windows APIs take UTF-16 or some other code page. Linux takes bytes. OS X takes UTF-8. There is no greatest common denominator. But if you use Unicode, then at least there's a well-defined way to write the syscall wrappers on all platforms.

And it's not like Python 3 is forcing you to give up bytes. You can still os.listdir(b'/some/dir') and you'll get a list of bytes objects back. It's just that that's not default, since using Unicode by default simply makes more sense on a cross-platform system.