They all have to use MSVCRT or UCRT to stay compatible with other Windows programs and APIs like COM. And AFAIK nobody has developed a C library that's purely dependent on Win32 system APIs (it is possible just really hard). The difference is that Cygwin is trying to create this semi-isolated Unix environment to programs to think they are running under a complete Unix system like Wine does.

MSYS2 is there to just provide the basics so you can develop programs that are Windows native but use some of the tools that have really strong Unix dependence like shells or Make. They depend on the existence of syscalls like `fork` or forward slash being the directory seperator.