Complaint and patch from Zoltán Böszörményi.
When cross-compiling, the native make doesn't know
about the Windows .exe suffix, so it only builds with
it when explicitly told to do so.
The native make will not see the link between the target
name and the built executable, and might this do unnecesary
work, but that's a bigger problem than this one, if in fact
we consider it a problem at all.
Back-patch to all live branches.
9f10f7dc57