I'm not sure why you feel like that, I switched back to Windows after ~1 year of using OSX, I wouldn't say its "miserable" there is really nothing I could do in OSX's command line that can't do in windows.
The major annoyances were packages were limited, compiling anything was generally a disaster and file permissions between linux/windows are a mess. I happily used it everyday though.
Obviously if you work in a cross-platform environment, cygwin/mingw is still the only thing that will provide you some sort of consistency in your workflow on Windows machines.