Yes, since it's /impossible/ for the file to have the same name on Windows as on Linux (or whatever OS was originally used to add it to the repository). And yes, git definitely ought to complain loudly in such a case.
I suppose git could be modified to be aware of alternate data streams, but there would probably still be a discrepancy with the way other tools would present the file (think about how "dir foo*" or "dir foo:bar" would behave for such a file on windows vs. linux).
> How am I supposed to use a git repo that contains such problematic files on Windows then?
Unless the repository is usable without those files, you can't. Unsurprisingly, that's the price of being able to use the same set of files in environments that have different file naming rules.