Windows paths are valid URLs (#13625)
Currently, it is not possible to set a custom Python downloads JSON on
Windows, as Windows paths can be valid URLs.
```rust
use url::Url;
fn main() {
dbg!(Url::parse(r"C:\Users\Ferris\download.json"));
}
```
Tested by https://github.com/astral-sh/uv/pull/13585 (where it is
currently failing CI).
