I am running these two commands in Git bash.
Why they behave differently? Aren\'t they supposed to do the same thing or am I missing something?
Well the Backslash (\) in Linux generally means a escape character. So in your case the backslash is escaping strings. Try with a cd "D:\Patches\afterWGComment.txt" and you can see the difference.
Backslash (\)
escape character
cd "D:\Patches\afterWGComment.txt"