According to communication on IRC, this is due to file permissions not being available on Windows.
However, possibly related is that after some actual changes, the same pijul status command stops after the first modified file, giving the following line:
error: Term error: operation not supported by the terminal
I checked again today when reviewing open issues in Pijul, and found out that this works fine on windows now.
Thanks for reporting, and feel free to reopen if that's not the case for you.