Why is a percent sign appearing before each prompt on zsh in Windows?

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http://superuser.com – I'm getting zsh set up in Windows and I'm getting a reverse (black on white (black terminal background)) percent symbol in the first character position in the line just above every prompt. Usually that means there's no newline at the end of the file, for example when cat-ing a file. It doesn't happen on my Mac or even on Mintty on Windows. But it does happen in ConEmu and the standard terminal app that CMD.EXE usually runs in. I've already unset all my prompt strings as well as precmd() which I normally use to add a blank line above the prompt. Any clue what it could be? (HowTos)