the obvious workaround is to use ALLEGRO_THREAD instead, but it would still be nice if this was fixed
What binaries are you using? It seems like your binaries link libpthread statically, so the solution is to just grab binaries that don't do that.
He's linking with 'liballegro_monolith.dll.a'. That shouldn't be linked to pthread statically, so perhaps there's something wrong with the build?