mysqldump slow on Windows unless piped to file
Based on the bounty message Looking for an answer drawing from credible and/or official sources., the only thing I could do is just mention that mysqldump is already buffering as little as possible. Why can I say that ???

By default, the option --opt is enabled. The MySQL Documentation says this about --opt:


  This option, enabled by default, is shorthand for the combination of --add-drop-table --add-locks --create-options --disable-keys --extended-insert --lock-tables --quick --set-charset. It gives a fast dump operation and produces a dump file that can be reloaded into a MySQL server quickly.
  
  Because the --opt option is enabled by default, you only specify its converse, the --skip-opt to turn off several default settings. See the discussion of mysqldump option groups for information about selectively enabling or disabling a subset of the options affected by --opt.


Please note that --quick is already enabled because --opt is enabled.

What does --quick do ???


  This option is useful for dumping large tables. It forces mysqldump to retrieve rows for a table from the server a row at a time rather than retrieving the entire row set and buffering it in memory before writing it out.


Since --quick is already enabled, each row is being dumped directly to stdout without buffering. You may have to just bite the bullet and disable --quick by using --skip-quick. What that will do is buffer a whole table into RAM (which you didn't want to do in the first place) and then spill it out to stdout.

In your question, you said something interesting


  Linux and Mac there is NOT a difference if I pipe it to a file or just let it output.


Since you said that, you have reached a critical moment



I can say that mysqldump is not really the problem. The problem is the OS and/or hardware.

Evidently, the computer you are using for Windows is not performant for screen I/O.

Since MacOS runs like Linux, I would tend to blame Windows OS. My guess is that even with a far better computer (faster CPU, more RAM), mysqldump may still not perform better if Windows cannot buffer screen I/O effectively.

Your fix for this would be to tune Windows. Godspeed, Spiderman !!!