They are working on it, and making pretty good progress. See 
http://numpy-discussion.10968.n7.nabble.com/numpy-1-11-0-dev0-windows-wheels-compiled-with-mingwpy-available-td41422.html,
 especially Nathaniel Smith's explanation of some of the technical issues about 
upstreaming. Someone has to fork something to make this stuff work. Numpy devs 
forked MinGW-w64 GCC, MSYS2 has a fork of CPython that builds with stock 
mingw-w64, etc.

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