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I only use ereaders and apps that work with the metadata. I don't care what the filenames are as long as they are compatible with the target (and many devices use FAT32, so it's that not "windoze" that is the compatibility issue. Also filenames need to work with SMB share copies and backups.
I've had Amazon offer me downloads with characters illegal on FAT32 or Windows NTFS (I'm using Ext4 on Linux) and those work on the PC locally and with Add to Calibre. They won't work with most ereaders or copying to an SMB share (even if it's a Linux rather than Windows server).
For example having a ":" in file or directory name works locally on Linux (and probably MacOS?) but a recipe for disaster. The Calibre programmer sensibly takes a lowest common denominator approach to "Save to disk/device" by default.
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