OpenSSH on Windows always binds sockets used for Remote Forwarding to LOOPBACK

Like the title says.

Host A acts as a server (bastion-host, call it whatever you will).

Now, host B performs:

ssh -R 2222:localhost:22 user@A

as a result a TCP socket gets spawned at A, but it is bound to 2222@Loopback i.e. preventing remote connections to it.

How to change 127.0.0.1 to 0.0.0.0 or anything else more sensible?

You're missing the optional bind_address part of the -R specification. In the ssh documentation (as linked by Microsoft) it writes,

By default, TCP listening sockets on the server will be bound to the loopback interface only. This may be overridden by specifying a bind_address. An empty bind_address, or the address *, indicates that the remote socket should listen on all interfaces. Specifying a remote bind_address will only succeed if the server's GatewayPorts option is enabled (see sshd_config(5)).

You're using the three-tuple version of the parameter, but you need the four-tuple version:

-R port:host:hostport
-R [bind_address]:port:host:hostport

So, to allow anyone to connect to the listening port on the remote server, you need to ensure that GatewayPorts is enabled in the server's sshd_config and use a command variation like this:

ssh -R :2222:localhost:22 user@A

The leading colon (:) also implies a leading asterisk wildcard that allows connections from anywhere. Personally I think this version with the wildcard makes it clearer that what is written is intentional:

ssh -R *:2222:localhost:22 user@A