I have used MSYS2 but decided to come back to Cygwin.

1. Commands in MSYS2, while fast in its shell, are slower than Cygwin's commands when run in PowerShell. 2. MSYS2 can't be installed via Chocolatey. It's because MSYS2 owners are against Chocolatey (insane!). Which makes it harder to automate the replication of my environment across machines. 3. Cygwin does has package managers. I use Cyg-Get, which is also available via Chocolatey.