When running ./monero-wallet-cli it asks for a password on Ubuntu 16.04 LTS but not when running on Windows Pro 10 where a password is not asked for.
Why is this?
Because the MSYS console is buggy and reports that the console is not a TTY. leading Monero to think it must read from a file (and thus not prompt). Apparently it works on a non MSYS console.
See https://github.com/monero-project/monero/issues/3951 for details.