Vote here: https://wpdev.uservoice.com/forums/266908-command-prompt-con....
Currently we do "support" CP65001 in the console, but things break if you enable it. One of the problems, for example, is that .NET sees 65001 and starts outputting the UTF-8 BOM everywhere, breaking applications that don't even care about the character encoding. I suspect that's going to be difficult to fix without breaking compatibility.
Having said that, I think it's apparent that we are investing heavily in the console for the first time in a long while, so I'm more hopeful than ever that we can get this fixed.