Fixes #8483 Windows completion error

This should fix #8483 I am not a Julia power user yet so could some of you guy's check it's working because I have not compiled base with it, @lucasb-eyer, @tkelman?
It gets escaped before this function sees it though:
```
julia> for c in "C:\\"; println(c); end
C
:
\
```
so it looks like a dangling backslash. We could instead leave in this section of code but skip it on Windows?