Aren’t you thinking of Cygwin, or the MSYS2 shell (dev tooling)?
The Windows-native software you build with MSYS2 can be shipped to and run by users that don’t have anything of MSYS2 installed.
It was not clear what the parent commenter was addressing; I was under the impression they meant 'compile against the MSYS2 environment', which is broadly Cygwin, yes, which should not be forced onto a user.
He must be thinking of Cygwin as half of this is installed when you install git ;) Git Bash, etc…