I can confirm that there is an incompatibility between secret env vars and choco.
Deleting my secret env vars (related to an SSH key) fixed choco.
You can see the difference between this build https://travis-ci.org/libretro/snes9x/jobs/478221767
And this one https://travis-ci.org/libretro/snes9x/builds/478222865?utm_source=github_status&utm_medium=notification
/c/Users/travis/.travis/job_stages: line 692: /c/Users/travis/.ssh/config: No such file or directory error that appears only when secret env vars are used with choco.