It's been a long time since I've used it, but I seem to recall Cygwin having a lot of minor but annoying "gotchas" with things like package management, file paths, etc. that you don't have to deal with in a more complete environment like WSL.
The fact that software needs to be specifically compiled for Cygwin is a big enough hassle on its own that I'd rather just use a "real" Linux environment and not have to deal with it.
