If you open it with :crlf (which is the default on MSWin)
If you're running perl "on Cygwin on MSWin" it looks to me that :crlf is not the default.
I therefore deduce that you regard running perl "on Cygwin on MSWin" as not running perl "on MSWin".
(Just trying to clear up exactly what it means to be "on MSWin".)