It's different in the way that it's trivial to use npm to install grunt and run builds on Windows, but not trivial to get a Makefile to run (if you don't want to resort to running cygwin bashs all the time).
You have to install make some how. That's the problem. You're tying all these cross platform tools together with something that isn't cross platform. Grats.
They have a setup.exe that downloads the components you select. I gather it's not as painless as "apt-get install cygwin" would be, but it's as painless as installing Windows software is.
> and slow too
They are painting a Linux-environment on top of a Windows OS. That's no small feat. In return you get a sensible file space, a decent command line and all the development tools you'd need on Linux. It's slower than a Linux box running on the metal, but it's as fast as a VM would be and has direct access to the host operating system (and, for me, a working Python environment where I can simply say "pip install ipython" and everything just works. I would not even consider working from Windows without it.