One complexity with OCaml on Windows for library mainteners is that multiple flavours are supported (Cygwin, MSYS2, MinGW, MSVC). And only Cygwin and MSYS2 flavours support external dependencies.
On Debian, it is simplier, Opam deals with the apt package management, only one gcc toolchain is proposed and things are transparent for the user.
I have already succeed in using Gtk with OCaml (with lablgtk and Diskuv)… there were many issues to fix: 1/ compiling Gtk itself was difficult (no OCaml involved), 2/ setting a compiling environment usable by compiling tools (adequate PATH and other environment variables) (no OCaml involved), 3/ dealing with gcc / msvc incompatible options (no OCaml involved, but cc flags were set in a dune flags)… and surely some other issues.
I also remember DLL produced by msvc with badly exported names for an OCaml/FlexLink use. For pg_query, there are also incompatible .h files if I remember well.
Then, the Windows environment is far less programmer friendly than Linux. We can’t say that the OCaml environment is the main culprit. The fact that many libraries from Opam were developped when Windows wasn’t supported doesn’t help too.