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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