System Information
Operating system and graphics card

Windows 7 64 Bit Geforce 730M

Blender Version
Broken: 2.72 textbuild, 2.70 win64

Short description of error
Baking fluid from command line using a Python script executing "bpy.ops.fluid.bake("INVOKE_DEFAULT")" fails in Windows but works on Linux.

Exact steps for others to reproduce the error
Download

and run it from console with -b and --python-text bake_all.py

Works on Linux, on Windows only a directory is created for the cache that does not contain any files.