Honestly, people use what is best for them. That may be Windows, it may be Linux. Point is, don't knock it if it works for them.
Point is, I'm not wasting my time trying to wrestle cygwin into shape, let alone investigating cygwin on windows phone.
That said, this could probably be re-implemented pretty easily using native win32 or .net... or whatever.
Honestly, people use what is best for them. That may be Windows, it may be Linux. Point is, don't knock it if it works for them.