What does this give you that you would not already have with cygwin? The latter installs .exe versions of the usual command line utils, and I'm almost certain ZSH and the others you speak of are included.
I do not understand the practical implications of this move by Canonical/MS other than PR - what's actually changing from a user/dev standpoint?
My only real problem with Cygwin is, that it misses a command-line package manager. If they could adopt pacman for package management like MSYS2 does, I'd be a happy camper.
edit: To deploy Cygwin based applications you need to get a commercial license from RedHat (if it's not FOSS). Which could be a deal-breaker.
There is babun (https://babun.github.io/). It is essentially a wrapper around cygwin and comes with a package manager.