Nah, install cygwin and use bash so your skills are transferable. Linux skills last for years; Windows skills tend to last till the next version. And I say this coming from a Windows background.
The real problem is that Windows skills generally are only transferrable to other versions of Windows whereas Unix command line tools - be they GNU or BSD - are. And even that's not entirely true. If there's a Windows command-line tool that you learn about and like I guarantee you it's based on a Unix command-line tool that has a man entry.
I made the switch to Linux a few years ago for servers, only months ago for my primary workstation, and I'd never go back to Windows; though Windows with cygwin is close enough to Linux to make a very nice workstation.
That's not much of a reason to use Cygwin in lieu of Powershell.
YMMV.