Doesn't appear to fail using the Windows version of 3.32.3 CLI (nor with current CLI)
<pre>
k:\tmp>c:sqlite3 test.db
SQLite version 3.32.3 2020-06-18 14:00:33
Enter ".help" for usage hints.
sqlite> PRAGMA journal_mode = WAL;
wal
sqlite> CREATE TABLE t(a);
sqlite> .exit
k:\tmp>dir
Volume in drive K is Windows
Volume Serial Number is 3EB4-4EE0
Directory of k:\tmp
06/07/2021 08:34 AM <DIR> .
06/07/2021 08:34 AM <DIR> ..
06/07/2021 08:34 AM 8,192 test.db
1 File(s) 8,192 bytes
2 Dir(s) 107,722,104,832 bytes free
</pre>