Yes, test_compileall can still fail for this reason on Windows. From a run just now with -j0 (same as -j10 on this box, which has 8 logical cores: a -j value <= 0 is treated the same as "2 + number of logical cores"):
"""
Compiling 'C:\\Code\\Python\\lib\\types.py'...
*** PermissionError: [WinError 5] Access is denied: 'C:\\Code\\Python\\lib\\__pycache__\\types.cpython-310.pyc.2205988433776' -> 'C:\\Code\\Python\\lib\\__pycache__\\types.cpython-310.pyc'
"""
I did nothing in particular to try to provoke it. "It's random." So is the specific .py fail it fails on.