Specifically, when I use GVIM under Cygwin/X the following doesn't work correctly:
See the Freedesktop.org bug on the xorg product
To my knowledge, this patch hasn't been incorporated into Cygwin/X. I'll have to build the source and apply the patch myself.
Attempted to install Cygwin package sources and entire source tree from Freedesktop.org, but wasn't able to compile the vanilla X server. (Cygwin seems to be missing various build-system Makefiles or similar, Freedesktop.org didn't like my version of cpp
and then demanded I install pkg-config, another Freedesktop.org util…)