On Win32, the default cross-compilation host is SBCL with a --sysinit
NUL --userinit NUL. Unfortunately, SBCL itself doesn't recognize NUL
as a valid filename as it's actually a DOS device name and there's a
separate API to check for them. The least losing workaround is to use
a real file with known-harmless content for userinit and sysinit, and
the simplest choice is version.lisp-expr. This changes makes it
possible to build on Win32 without specifying a host lisp.