And unfact we do!
We used to restrict to a common character set. But a sizable fraction of users complained because while using a mac they didn’t want to be restricted by illegal characters on windows. So now the character set is unrestricted and you are responsible for defining a filename that is compliant.
The long term solution this problem is likely this:
https://forum.obsidian.md/t/use-h1-or-front-matter-title-instead-of-or-in-addition-to-filename-as-display-name/687