tf.io.gfile.walk broken on Windows

It seems that the path isn't split correctly. Filenames come with an extra \ prefix. Minimal reproducible example:

import os
import tensorflow as tf


tf.io.gfile.makedirs("ram://folder")
with tf.io.gfile.GFile("ram://folder/file.txt", mode="w") as f:
    f.write("data")

for root, _, filenames in tf.io.gfile.walk("ram://folder"):
    for filename in filenames:
        assert tf.io.gfile.exists(os.path.join(root, filename))

This passes on *nix but not on Windows. Here is a quick CI run in GitHub actions showing this: https://github.com/adriangb/tensorflow-test/actions/runs/688190284

ccing @mihaimaruseac @bhack