One could argue that this is not an OpenWrt issue but I think it also fair to say that the miniupnpd behaviour is suboptimal at best. At the very least it should use a generic URL that is actually likely to be reachable.
Using http://$lanip:5000/$lanip
makes no sense under any circumstances (I actually think that this is a bug/quirk either in windows or miniupnpd misintepreting a relative URL specification somewhere).
Also hardcoding "OpenWRT" (which is actually wrongly spelled) makes no sense either. I think another issue the OP was highlighting (apart from the fact that the URL is wrong) is that miniupnpd does not report vendor and model of the device it is running on.
Edit:
I think the 404 error could be mitigated by not advertising an URL at all. The two "working" Windows 10 dialog boxes state that no device URL is available, that is what likely prompts Windows 10 to open the property dialog instead. Such a default would make sense for miniupnpd as well.