So I make an authorized_keys file for OpenSSH to use under windows using this powershell command:

$env:SSH_PUBLIC_KEY | Out-File c:\ProgramData\ssh\administrators_authorized_keys

Why doesn't it work?  Because it's unicode.
You have to do:

$env:SSH_PUBLIC_KEY | Out-File c:\ProgramData\ssh\administrators_authorized_keys  -Encoding ascii