Including -static-libgcc on the compiling line, solves the issue
g++ my.cpp -o my.exe -static-libgcc
According to: @hardmath
You can also, create an alias on your profile [ .profile ] if you're on MSYS2 for example
alias g++="g++ -static-libgcc"
Now your GCC command goes thru too ;-)
Remeber to restart your Terminal