Math component of LibreOffice requires OpenSymbol font to compose formula.
On Linux, this font is listed in the package dependencies and automatically installed if not already in the system.
Installing software on Windows is inherently different. To complicate matters, a bug referenced by @mikekaganski prevents smooth installation and sometimes removes OpenSymbol. Consequently, make sure OpenSymbol (in its opens___.ttf variant – note name contains 3 underscores) is present after LO installation. If not, install it manually.
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Note: I reopened the question to be able to add this answer. @sfaucon: AskLO gurus have decided some time ago that it was no longer recommended (?) to close questions, so that they can be improved, even years after asking. However, it is still necessary to mark the question as answered so that other users know they can find a solution.