If you're at a very large corporation, Cygwin could have been approved decades ago, but WSL is still going through "auditing". WSL is still new enough that bureuocratic organizations haven't satisfied themselves enough that it can be secured or are just plain stubborn enough to not want the hassle.
I refuse to work at large companies for this reason, but one company I worked for brought on a large American bank as a customer and their infosec terms for vendors essentially required their IT "standards" on us, which sucked as we were a Mac shop. It almost came to a head when all the developers were told they had to seek approval for upgrading their build tools.
To avoid using cmd.exe/PowerShell for stuff that needs to run natively. For example, when I used Linux I'd use this very small program named darkhttpd for sharing files among my computers over WiFi; when I switched to Windows I compiled it on Cygwin and it worked just as fine.
