Even on Windows, gfortran (mingw and cygwin) use the .F and .F90 file
suffixes to trigger tradcpp as -cpp does.
http://gcc.gnu.org/onlinedocs/gfortran/Preprocessing-and-conditional-compilation.html A usual way to pre-process explicitly is with a Makefile rule including e.g.
gcc -traditional-cpp -E $*.F > $*.f
where gcc -traditional-cpp has the same effect as gfortran -cpp.
If you went out of your way to find an unusual version of gfortran where
these features are stripped out, there's not much we can do for you.
Note that such versions are required by the GPL license to provide their
source code.