Running example2 compressor tutorial on UCRT64

I'm trying to run the example app, https://docs.conan.io/2/tutorial/consuming_packages/build_simple_cmake_project.html, with the Windows MSYS2 UCRT64 environment, and I get to the cmake step and get an error message. Everything works up until this step. The only thing I did differently was install cmake with pacman using the ucrt_x86_64 package and changed the OS in the default profile to Windows.

This is what I get:

UCRT64 /c/source/examples2/tutorial/consuming_packages/simple_cmake_project
$ cmake.exe .. -DCMAKE_TOOLCHAIN_FILE=conan_toolchain.cmake -DCMAKE_BUILD_TYPE=Release
-- Using Conan toolchain: C:/source/examples2/tutorial/consuming_packages/simple_cmake_project/build/conan_toolchain.cmake
-- Conan toolchain: Defining architecture flag: -m64
-- Conan toolchain: C++ Standard 17 with extensions ON
-- Conan: Target declared 'ZLIB::ZLIB'
CMake Error at build/cmakedeps_macros.cmake:67 (message):
Library 'z' not found in package. If 'z' is a system library, declare it
with 'cpp_info.system_libs' property
Call Stack (most recent call first):
build/ZLIB-Target-release.cmake:23 (conan_package_library_targets)
build/ZLIBTargets.cmake:24 (include)
build/ZLIBConfig.cmake:16 (include)
CMakeLists.txt:4 (find_package)

-- Configuring incomplete, errors occurred!

Here is my conan default profile

[settings]
arch=x86_64
build_type=Release
compiler=gcc
compiler.cppstd=gnu17
compiler.libcxx=libstdc++11
compiler.version=13
os=Windows

(for some reason, I have to use cmake.exe instead of cmake)