I don't want to have to relearn commands that I know work in *nix land, is the big point -- I don't want to have to remember to change the directions of my slashes, for example.
I'm not an expert, merely a user, in this space, so I can't really articulate precisely what it is I want in the best terms possible, but I can say I get a lot closer to where I want to be with Cygwin than I get with anything that comes native on Windows.