The Windows-native software you build with MSYS2 can be shipped to and run by users that don’t have anything of MSYS2 installed.
Git installs its own Mingw and Msys2 stuff but mostly compiled for a Mingw environment so they consume Windows paths natively instead of using MSYS2/Cygwin path conversion. That's why when you have mixed PATH variable all hell breaks loose with Git.
It gives you a *nix-like shell/dev environment and tools, but you build native software that runs on Windows systems that don’t have or need to have all/parts of MSYS2/Cygwin installed.