Testing on Windows 10 32 bit.
After the pinentry window shows up you get:
gpg: agent_genkey failed: End of file
Key generation failed: End of file
Last lines from the gpg-agent log (debug 1024)
2015-08-31 18:41:42 gpg-agent[976] DBG: connection to PIN entry established
2015-08-31 18:41:42 gpg-agent[976] DBG: chan_000001B8 -> INQUIRE
PINENTRY_LAUNCHED 1540
2015-08-31 18:41:42 gpg-agent[976] DBG: chan_000001B8 <- END
2015-08-31 18:41:44 gpg-agent[976] S2K calibration: 4485120 -> 93m
I guess I'll assign it to me for now qualify this problem further. I'm also
interested what changed in Windows between 7 and 10 / 8.1 to cause this.