I believe this is a problem with Python (upon which Ren'Py is based), not Ren'Py itself. I disagree that characters prohibited by one OS should be allowed by Python because those are allowed in another OS. Those are commonly used as path delimiters, and apparently Python can't escape them. (See, for example,
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.) I suppose it might be possible to do what the answer suggests, but I'm not versed enough in update executables like this to know whether that would be a thing.