Comment 4 for bug 258349

I'm quite surprised that the cygwin would be the "recommended" version. Often I've considered even removing it from the list of supported versions. It works fine (and is supported), but it generally is quite a bit slower than the native version. And as you notice, it does not have Unicode support. This is mostly just because of the overhead that cygwin introduces.

Anyway, as long as you feel things are working well, there certainly isn't a need to change. Just a recommendation. The only thing I'm aware of that the cygwin version provides, is if you need to use cygwin paths like /cygdrive/c/foo, or you need to manage the executable bit on windows. Though there is a plugin (x-bit) that you could use for that.