Wow! Thank you @qu1ck, release version with almost all cmake flags set to OFF have been built successfully!
For the record, here are complete commands to get binaries (date 2020-09-02):
pacman -Suy
pacman -Su
pacman -S base-devel \
git \
mingw-w64-x86_64-cmake \
mingw-w64-x86_64-doxygen \
mingw-w64-x86_64-gcc \
mingw-w64-x86_64-python2 \
mingw-w64-x86_64-pkg-config \
mingw-w64-x86_64-swig \
mingw-w64-x86_64-boost \
mingw-w64-x86_64-cairo \
mingw-w64-x86_64-glew \
mingw-w64-x86_64-curl \
mingw-w64-x86_64-wxPython \
mingw-w64-x86_64-wxWidgets \
mingw-w64-x86_64-toolchain \
mingw-w64-x86_64-glm \
mingw-w64-x86_64-oce \
mingw-w64-x86_64-ngspice \
mingw-w64-x86_64-gtk3
git clone https://gitlab.com/kicad/code/kicad.git
cd kicad
mkdir -p build/release
cd build/release
cmake -DCMAKE_BUILD_TYPE=Release \
-G "MSYS Makefiles" \
-DCMAKE_PREFIX_PATH=/mingw64 \
-DCMAKE_INSTALL_PREFIX=/mingw64 \
-DDEFAULT_INSTALL_PATH=/mingw64 \
../../
make -j 4
make install
Got these commands from this post