I would rephrase:
+There is one subtle aspect to raw strings that is of special concern to Windows
+programmers:  a raw string may not end in an odd number of ``\`` characters.

to something like:
+There is one subtle aspect to raw strings: a raw string may not end in
+an odd number of ``\`` characters.  That is of special concern while
+dealing with Windows paths.

Otherwise it seems that this problem only affects raw strings on Windows.