MinGW does not need MSVC hack.
Both MinGW and MSVC provide _WIN32 macro.
MODIFY
mrbgems/mruby-cmath/src/cmath.c
mrbgems/mruby-cmath/src/cmath.c
@@ -50,7 +50,7 @@ cmath_get_complex(mrb_state *mrb, mrb_value c, mrb_float *r, mrb_float *i)
#endif
#define F(x) x
-#ifdef _WIN32
+#if defined(_WIN32) && !defined(__MINGW32__)
#ifdef MRB_USE_FLOAT32
typedef _Fcomplex mrb_complex;

MinGW does not need MSVC hack.

Both MinGW and MSVC provide _WIN32 macro.