I have found the cause:
In the tar.gz file, there is a folder named microsoft-onnxruntime-v1.23.2.tar.gz\onnxruntime-1.23.2\winml\test\collateral\models\UnicodePath\こんにちは maçã.
If you extract it directly from the console using tar xjf microsoft-onnxruntime-v1.23.2.tar.gz, there is no error, but the folder name becomes 銇撱倱銇仭銇_ma莽茫. So, xjf actually works, but the handling of Unicode paths is not perfect.
If you extract it using cmake-3.31.10-windows-x86_64/bin/cmake.exe -E tar xjf microsoft-onnxruntime-v1.23.2.tar.gz, you will encounter errors like:
CMake Error: Problem with archive_write_header(): Invalid empty pathname
CMake Error: Current file:
CMake Error: Problem extracting tar: microsoft-onnxruntime-v1.23.2.tar.gz
I still don’t know how to bypass this error in the CMake context.