Since you use the same quotes both around and inside the string in this case it looks like your shell interprets this as executing the code using Pkg; Pkg.activate(.). You would get the same error trying that exact code in Bash too. Perhaps you can escape the inner quotes as \", or use single quotes just like in the Bash example (I don’t have access to a Cmd shell so can not test).
Thanks, That is it.
I had tried all variations I could think of for julia -e \"...\", julia -e ' ...', ``julia -e ` …``` but missed the obvious solution.
Strange that this has not shown up yet (that I remember or could find with search)