Virtual terminal processing is disabled on MSYS2 in Windows terminal

I have this code:

#include <iostream>
#include <windows.h>

int main()
{
    // Ansi output test
    std::cout << "\033[32mgreen\033[0m" << std::endl;
    // Get the current console mode
    DWORD mode = 0;
    if (GetConsoleMode(GetStdHandle(STD_OUTPUT_HANDLE), &mode) == 0)
        std::cout << "failed" << std::endl;

    std::cout << "Mode : " << mode << std::endl;

    // Enable vt100
    SetConsoleMode(GetStdHandle(STD_OUTPUT_HANDLE), mode | ENABLE_VIRTUAL_TERMINAL_PROCESSING);

    // Ansi output test
    std::cout << "\033[32mgreen\033[0m" << std::endl;
    // Get the current console mode
    mode = 0;
    if (GetConsoleMode(GetStdHandle(STD_OUTPUT_HANDLE), &mode) == 0)
        std::cout << "failed" << std::endl;

    std::cout << "Mode : " << mode << std::endl;

    return 0;
}

When I compile it with the msvc and invoke it from the Windows Terminal then it returns 7.
When I compile it with the ucrt64 g++/clang++ and invoke it from the wterminal then it returns 3.

Here are defines for the return value:

#define ENABLE_PROCESSED_OUTPUT             0x0001
#define ENABLE_WRAP_AT_EOL_OUTPUT           0x0002
#define ENABLE_VIRTUAL_TERMINAL_PROCESSING  0x0004

Problem is that the vt100 support (ENABLE_VIRTUAL_TERMINAL_PROCESSING flag) is disabled when compiled with the ucrt64 g++/clang++ although the terminal obviously supports vt100 processing.

The question is does MSYS2 have any effect on this? Or does MSYS2 modify these flags or it is completely on the winapi, why it is disabled by default on msys2 and enabled on msvc.

Start with the provided C++ reproducer and run it under MSVC and the ucrt64 g++/clang++ environment in Windows Terminal. Compare the GetConsoleMode and SetConsoleMode results, then trace whether MSYS2 changes the console handle or mode. Done means identifying the cause of the differing flags and defining the required MSYS2 behavior.