In ICU4C, there are a few calls to Windows API (e.g. in uprv_detectWindowsTimeZone). These Windows API calls return an ANSI value/string. If one is available, the equivalent function that returns a Unicode value/string should be used instead to avoid having to perform unnecessary conversion from Unicode to ANSI or from ANSI to Unicode.
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We do use the W/Unicode API in uprv_detectWindowsTimeZone, however there are other places throughout ICU4C that should likely use the W version of APIs instead of the A ones, but tracking down all the usage will take some time.