newer Windows Systems have PowerShell out-of-the-box

Yes, I did see that it was possible to do in PowerShell.
And I do have PowerShell - though I haven't tested this particular feature of it.

Git for Windows includes a "git BASH", which is a GNU bash based on MSYS

I'm also aware of that option.
I do have MSYS2 and often use its bash shell. This is the shell I'd go to if I wanted to avoid cmd.exe
However, with native windows perls, I'm usually running the cmd.exe shell - and it will probably stay that way.

And, lastly, this anonymous monk has a point ;-)

Indeed !!

Cheers,
Rob