\n works on all unices, but not on Windows. As println!() already emits the correct newline for the underlying OS, it should be easy enough to add a format spec that emits a newline, to use in multiline messages instead of \n.
I’d just like to add that we shouldn’t use \n because this is a specific character and not all Windows software needs strings with "\r\n", so that’d be too much magic.
Bikeshedding time:
Does this need a full-blown RFC or would a PR with the additional code be acceptable?