Mostly because each has a problem that the other does not.
Cygwin git (as of version 126.96.36.199) crashes when I do a
git svn rebase“,
while Windows git cannot do
git instaweb“. Maybe Cygwin git will get updated to not crash, or someone will add “instaweb” to Windows git. Until then, I use both. I differentiate by typing “git.cmd” when I want to use Windows git, and just “git” for Cygwin git. Maybe I should just make a nice short alias to do “git.cmd svn rebase” for me..