I tried to use Cygwin a handful of times, but having to stop, close, and re-run the installer every time I forgot some package was overbearing. WSL was much easier to get running (it's a part of Windows!), and since it's a real ubuntu/debian/etc. installation, it behaves like one, too. Far and away much better UX with WSL.
I want to try out Liferea (RSS Reader) for my Windows. Let say it been a pain trying to get it to compile in Cygwin. I reinstalled Cygwin 4 times because I keep missing the dependencies that Liferea needs. I haven't start again because I'm worried that I have to go through this again. That's what happened today. I want to install a full package but people warned not to do it since it will balloon the size.
