CRLF and LF characters inside a message% add unwanted extra lines in Windows

When creating a multi-line message% in a racket/gui app and running the app on an Ubuntu system, things display correctly no matter which line separator I use, i.e. it doesn't matter whether I use \n (the usual in Linux), \r\n (Windows) or even \r (which AFAIK is uncommon).

This is the app running in Racket v8.5 [cs] on Ubuntu 22.04 LTS:

However, when I run the same code in Windows, both the "CRLF" and the "LF only" versions add unwanted blank lines at the end, apparently one per line. Only the weird "CR only" version does what I want.

Same app, Racket v8.5 [cs], Windows 10:

The code I'm running:

#lang racket/gui

(define window-1 (new frame% [label "CRLF"] [width 256]))
(new message% [parent window-1] [label "Line 1\r\nLine 2\r\nLine 3"])
(send window-1 show #t)

(define window-2 (new frame% [label "CR only"] [width 256]))
(new message% [parent window-2] [label "Line 1\rLine 2\rLine 3"])
(send window-2 show #t)

(define window-3 (new frame% [label "LF only"] [width 256]))
(new message% [parent window-3] [label "Line 1\nLine 2\nLine 3"])
(send window-3 show #t)

I wouldn't have been surprised if Windows was only happy with the CRLF version, but just CR by itself seems like something's off. Is this expected behavior or an actual bug?

Start with the minimal racket/gui example using message% and reproduce the CRLF, LF, and CR cases on Windows and Ubuntu. Compare the rendered line endings across platforms; done means the supported newline forms no longer add unwanted blank lines or the behavior is clearly documented as expected.