What I could see - from https://github.com/msys2/msys2/wiki/How-does-MSYS2-differ-from-Cygwin - from analysis of a couple of gnulib test failures is that MSYS2, compared to Cygwin, has problems in the area of file permissions, symbolic links, and signals (at least).
Since anyone can compile for mingw32, mingw64, MSVC 32-bit, and MSVC 64-bit using Cygwin [1], I don't see the point of investing effort into making GNU packages build fine on MSYS2. Bruno [1] see the INSTALL.windows file of GNU gettext
