Ref T13209. In PHP, when you echo or print certain invalid sequences to the cmd.exe terminal under Windows 10, the entire string just vanishes into the ether.
I ran into this because arc unit was reporting "1 failing test" but not actually printing a test failure. That's because the failing test was the surrogate filtering test, and the test failure contained a reserved UTF16 surrogate sequence ("Expected: <filtered result>; Actual: <unfiltered result>"). See D19724.
To try to limit the damage this can cause, explicitly phutil_utf8ize(...) the output under Windows. When we don't need to do this I think it's slightly better not to (occasionally, the raw input might be useful in debugging or understanding something) which is why I'm not just doing it unconditionally.