I closed issue #850997, mbcs is now really strict by default:

>>> 'h\u00e4kkinen'.encode('mbcs')
UnicodeEncodeError: ...
>>> 'h\u00e4kkinen'.encode('mbcs', 'replace')
"b'hakkinen'"

PyUnicode_EncodeFSDefault(), PyUnicode_DecodeFSDefault() and os.fsencode() use mbcs with strict error handler on Windows. On other OS, these functions use surrogateescape error handler, but mbcs only supports strict and replace (to encode, and strict and ignore to decode).