I can understand your point of view. If you mostly work in a *nix environment, but occasionally have to use a Windows machine, having the *nix shell of your preference available would undoubtedly improve your productivity for those brief interactions. Though if I were in that position, I'd probably just install a VM instance of my preferred *nix dist on the Windows machines.

From a Windows user POV, the problem I have will Cygwin is that it is neither one thing nor the other. The worst of both worlds. By emulating (badly) those native *nix features that windows does not provide for natively; and effectively disabling much of the feature set that Windows does provide natively; you end up with a sluggish and clumsy environment that is "okay" (perhaps) for the occasional visit, but not somewhere you want to spend any great amount of time.

For example, to safely run multiple concurrent Perls, *nix requires something like PerlBrew; whereas I easily run multiple perl installs using Windows native facilities -- which Cygwin effectively disables.

I actively prefer Windows not for its GUI aspects -- although they are still (IMO) superior to any of the various *nix windowing environments -- but because I much prefer cmd.exe to (z|k|z|ba)sh, which Cygwin imposes upon me.