See Cannot create a post with Latin characters in the title on Windows.
Using UTF-8 in PHP arguments doesn’t work on Windows for PHP <= 7.0,
however it will work for PHP >= 7.1, as it was fixed as part of
Support for long and UTF-8 path. A workaround for PHP <= 7.0 is
to use the--promptoption:echo "Perícias Contábeis" | wp post create --post_type=page --post_status=publish --prompt=post_title
It looks a bit as if this bug only affects the title. Have you tried that? And the post content doesn’t matter? Then the following should work:
echo "Héllo" | wp post create --post_type=page --post_content="Héllo world" --prompt=post_title