On my old Windows 7 VM there are items in the flags section though it looks like there are only country codes without a proper emoji icon: 
Note that all emojis are black/white, no colors on Windows. This is probably a GTK/Cairo thing. Searching the net didn't reveal much except: - https://gitlab.gnome.org/GNOME/gtk/-/issues/2303#note_925350 says colored emojis are not supported by Cairo on Windows (though it is three years old) - https://gitlab.freedesktop.org/cairo/cairo/-/merge_requests/244 sounds like Cairo got support for color fonts.
Maybe an additional font need to be installed.
I don't intend to spend more time on this, it doesn't seem like a big issue to me and it's mainly GTK/Windows related.