It looks like there are some AVX instructions being added to the libraries even on the vanilla builds. This will cause a DLL not be unable to load, which ends up with the error message you received. This is either because:
1- I've missed something during the build process and something is being built that way by mistake
2- Because many of these libraries were originally built for Linux, which is more likely to assume that the code is being run on the same machine it's compiled on, it's possible an internal build routine is using the compiling CPU's capabilities and something is sneaking by.
3- There is a bug in MSVC.
Unfortunately, this is difficult to troubleshoot at the moment because I don't have a development machine without AVX handy, at least for the next month or so.
While #3 seems unlikely, I've been examining some very fast vectorized cos() code that MSVC is emitting, and I'm seeing AVX instructions when I've disabled SIMD, so there's more to look at there.
Bottom line... it may take a bit to figure that out for your machine.