The Zig maintainers clearly think that keeping up with the undocumented native API is less headache than using the documented but notoriously inelegant win32 API.
This might very well be a good idea. Microsoft is not going to change a vital piece of their OS just on a whim. I would wager that even if they wanted to, they would not be able to do so that easily. A large organization maintaining a large software with a billion users just does not move that fast.
It may gives them less headache but if the part about the antivirus flagging the exécutable as suspicious it may give the users headaches..