- msys2 is a port of linux tools that run directly in Windows.

- So WSL performance may be lower, especially with file operations.

- Also the integration may not be as intuitive (you have to think about which filesystem the files exist; you can't just open up any file from a Windows app.)

- Also Git bash for windows is faster than msys2 (or at least used to be): https://stackoverflow.com/a/47078501/117030

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I find Git bash for Windows sufficient for most of my daily dev tasks. If something like make failed to work for some reason, then I might reach for WSL. (So far, I haven't needed to.)