Re: But why?
"and swapping between boxen/virtuals is a PITA"
What do you mean "switch". I run several VirtualBox VMs and ssh into them from 'screen' sessions on Cygwin. Which also gives me a decent (if a bit sluggish) Linux command line on Windows too. I can, of course, use WSL to ssh to the VMs but I have problems running 'screen' on it. Then "switching" is simply Ctrl-A+<window number>.
In any case, Cygwin is always the second thing I install on a fresh Windows (the first is Firefox which I then use to download everything else). I really don't understand the lack of love for Cygwin. It's not very efficient but it works very reliably. You can even use it to set up ssh server on your Windows box.