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> It's not too often you download a random binary for Linux and run it

Mostly because you don't have to due to package managers. Assuming there are no unsatisfied dependencies, it's totally possible to share binaries between Linux distros.

While I think cygwin has a fairly poor ux I don't mean to be dismissive of the undertaking.

On the flip side the concept of " curl http://random_unknown_thing.sh| sudo sh" has become increasingly normal and unsettling

Very often; every ruby/node/etc library that has at least one dependency that needs compilation ("native-extensions") can now run on Windows 10 without issues.

Huh? If it was compiling the native extension, then it would work in cygwin also?

Just as an exercise; try to compile latest Node on cygwin and you will be welcomed by a ton of errors. Then try to compile it on linux subsystem (no issues arise)