I know that it does work well with msvc. I also know that it works well when cross-compiling from linux to windows. Maybe the setup is a bit more involved than with autotools, maybe it's not -- maybe the people feel it is more involved just don't remember the effort they expended on the autotools setup when they had to work with it for the first time. And yes, cmake works very well with mingw on windows itself.
Really, people who have an opinion on cmake and autotools in relation to windows, whether it's with mingw, msvc, or icc, but haven't checked out the way the kde-windows project uses cmake should check it out. Doing that will make their life _much_ easier.