Anyway, I managed building it on MSYS2. Actually, MSYS2 has both wxWidgets 3.0 and 3.1 packages, so it was a matter of forcing using 3.1 - needed some tweaking in one CMake file. After that, the build process went smoothly.
But was it all it would take? You bet your ass not. Kicad executables built this way run fine on Windows 7. But. Once you have passed the initial dialog asking you if you want to import your old settings (oh, I was happy when I got this dialog!), KiCad then greets you with a nice message "This operating system is not supported by KiCad and its dependencies. Any issues with KiCad on this system cannot be reported to the official bugtracker."
At this point, I thought, OK, annoying, but it's probably just a one-time warning and you can move on. You think? Nope! Once you click OK, the app just exits.
One can probably patch the source code to remove this, I'll have to see. But good lord, the KiCad team has gone to greath lengths to make sure Windows 7 users would suffer forever and not be able to use KiCad ever.
Yeah, I know some of you will say that it's perfectly fine, that Win 7 is dead, that... etc. Let's not go over this again, this has been done tens of times in other threads already. Point is, whereas I can understand it from a commercial vendor, I find it unacceptable for open-source software. Open-source software should never add anything to explicitely prevent people from building and/or running the software on any platform they see fit, under their own responsibility. I find this pretty bad. As I said earlier, even Firefox, which would be much more sensitive to potential security issues, has not done this.
So, I'll keep you posted, but I can say I do not like what they did here.