luatex doesn't find files with non-ascii on windows

[Ulrike Fischer]

I can't input files with umlauts/non-ascii on windows 10.

\input grüße
\bye

leads to 


This is LuaTeX, Version 1.10.0 (TeX Live 2019/W32TeX)
(format=luatex 2019.10.25)  27 OCT 2019 17:18
 restricted system commands enabled.
**test-utf8.tex
(./test-utf8.tex
! I can't find file `grüße.tex'.
l.220 \input grüße.tex

I tried also with luatex 1.11.1, and also in context. It fails
everywhere. pdftex has no problem, in miktex it works too.  

-- 
Ulrike Fischer 
https://www.troubleshooting-tex.de/