I'd prefer it if the writer of the shell or make didn't make too many assumptions about my assumptions.
Even bash lets you escape unusual filenames for when you need them. Make will always explode your strings, and doesn't even attempt to let you escape them. I don't think it's unreasonable to expect a time-tested Unix tool dealing with files to actually handle all possible files.
If a user can’t paste any byte sequence, and expect it to work, then the tool is broken. I handle these cases.