Default version of GHC on Windows produces binaries with integer-gmp linked statically. As integer-gmp's license is LGPL, it means that resulting binaries should be provided with source code or object files. I guess that's not a thing everyone would want.

On UNIXes integer-gmp is linked dynamically, so these restrictions don't apply.

So, in order to fix that we can either:

• Provide a version of GHC which builds Windows executables with integer-gmp linked dynamically (haven't tried, but seems like it's possible).
• Provide a version of GHC with integer-simple wired in instead of integer-gmp (some packages have problems, but overall works good for me).
• Or at least write a big red warning on stack's homepage that your Haskell software on Windows has to be essentially a free software.

Additional Links:
ReplacingGMPNotes

UPDATE:

• More up-to-date link: Design/IntegerGmp2
• Clarification, just to avoid confusion: license of integer-gmp (the Haskell library) is BSD3, but it uses C library The GNU Multiple Precision Arithmetic Library which is LGPL.