I read in http://qt-project.org/wiki/QtWebEngine in the Windows, "MSVC" is necessary to compile to work with the "Chromium".

Details (http://qt-project.org/wiki/QtWebEngine):

Windows (MSVC 2013 packages).

And QtWebkit will no updates (http://qt-project.org/wiki/New-Features-in-Qt-5.4):

The Qt WebKit module is considered done. It will in future be replaced by Qt WebEngine.

Should be discouraged from developing using "MingW"?

I suggest two ways:
Continue the support QtWebKit in parallel to QtWebEngine.

OR

Discontinue MingW in QT.

Note: Unless you say that in the future it is likely that the "Chromium" has plans to support "MingW" (or MingW evolve and support the necessary dependancy) then disregard this suggestion.