I'm on Windows 7 and msysgit. The rsync that comes with the git-annex installer downloaded on January 19 2015 works fine (rsync version 3.0.9, protocol version 30; git annex version 5.20150113-gcf247cf). The rsync that comes with the current git-annex installer errors out (rsync version 3.1.1  protocol version 31; git annex v ersion 5.20150420-gb0ebb23). I don't think it's a version/protocol mismatch, as I get the error against a server with the same version and protocol.

[[!format sh """
$ rsync -rvvp anton@myhost:wtmp/ wtmp
opening connection using: ssh -l anton myhost rsync --server --sender -vv
pre.iLsfx . wtmp/  (10 args)
rsync: connection unexpectedly closed (0 bytes received so far) [Receiver]
rsync error: error in rsync protocol data stream (code 12) at io.c(226) [Receiver=3.1.1]

$ ssh -l anton myhost rsync --version
rsync  version 3.1.1  protocol version 31
...

"""]]

Bug or user error?