Suppose

You have 2 programs to choose. You're an average windows user.
The first one requires a simple one click install.
The second requires downloading a source, which you need to configure make and install yourself. You would also need to download minGW and Msys, and familiarize yourself with linux commands.
Which one you pick?

As a non-average Windows user, I tend to prefer software that was compiled with either MSVC++ or Intel C++.

Cygwin GCC or MinGW GCC is absolute shit, even compared to GCC on other platforms. For whatever reason, MinGW/Cygwin GCC produces code as much as 200% less efficient than GCC on Linux, with the same compilation flags.