Yes, you could if you were entering them manually, but some apps that generated file names would screw it up. I think they were using some sort of stdlib function to get the path seperator. Forward slash paths working in native windows apps also wasn't quite a given, either. Keep in mind this was a loooong time ago... like windows xp era maybe, even.
Yeah, I recall directory paths being the biggest PITA with running scripts in cygwin. But I mean, that was a very minor set of things to fix compared to what would've had to be written in anything else available at the time.
Doing retail office deployments of custom code on employee computers is a weird niche, and you find whatever works and hope you can maintain it somehow. Cygwin was awesome though, saved me a ton of time and the client a lot of money for the moment. (The client later stipulated to all future franchisees that they had to buy only Macs, lol)