interestingly in my git-bash on windows sed ""
did the trick already:
$ echo -e "abc\r" >tst.txt
$ file tst.txt
tst.txt: ASCII text, with CRLF line terminators
$ sed -i "" tst.txt
$ file tst.txt
tst.txt: ASCII text
My guess is that sed ignores them when reading lines from input and always writes unix line endings on output.