"Msys is just a native compiled [bash] plus some other native compiled [gnu] tools.  . . .
The point is there is a minimal [posix]-style command line environment that should just be enough to run configure scripts. Unlike [cygwin] which gives you a full [linux]-style command line and runtime environment. 
. . .  It's a minimal cygwin.  . . .
The main issue is that the configure result is suitable for [mingw] [gcc] to generate native compiled binaries."