Can you be more specific, since you did some research already.
I do not even know what those expects are for.
What do other systems do? Can you point to the code?

Why it only happens in rpl tests that never ever ran on Windows as long as I remember, in mariadb?

Apparently, blaming Windows here is incorrect. It does what it needs to do.

The mtr command is write_file
which has that, in do_write_file_command in mysqltest.cc

  if (!append && access(ds_filename.str, F_OK) == 0)

  {

    /* The file should not be overwritten */

    die("File already exist: '%s'", ds_filename.str);

  }

for which I hope, access() also works outside of Windows.
Why the file was there, I've no idea. mtr did not cleanup something after previous error, no clue.

expects where controlling the server restart.

I suspect other OS overwrite the file without error. There's a deleting somewhere.

Doing a lazy simplification compared to what other tests to with a expect file.

https://github.com/MariaDB/server/pull/3394

May not be right, but I'll see what CI processes it as tomorrow.