I don't strictly need it, but I use it to get all my favorite software, such as bash, vim, diffing tools, git, ruby, perl, etc.
Cygwin lets you bring some of the Unix culture, tools and productivity into your Windows job, and for those of us stuck in them for whatever reason, that's infinitely valuable.
I'm humbly suggesting that you shouldn't be so quick to shrug it off.
Also, it's actually Eagle Fly Free; it's a song by Helloween spelled just like that