I have found a workaround, which is to run the command cabal install cabal-install
with MSYS.
I noticed however that with the newest cabal, I get a lot of does not exist
errors when running cabal install --only-dependencies
or cabal configure
if you are not in a MSYS console.
Edit In my case it was caused by a local 64bits perl install. Reordering perl & the haskell platform in my path solved the issue.