If I remember correctly Windows Explorer still doesn't support long paths (paths with a total length over 255 characters). It only recently gained the ability to create files starting with a dot. It has no support whatsoever for alternate data streams, let alone more obscure NTFS features.

I wouldn't be surprised if it used the wrong API (in fact the lack of long path support is an example of using an outdated API). The only reason Windows Explorer appears reasonable is because people generally consider creating files you can't access with Windows Explorer a bug or misfeature.