It just can't be activated by default since GitHub doesn't support multiple commit updates yet, so we have to chose between Travis and Appveyor. When GitHub sorts that out, we can have Linux, OSX and Windows tests for all new packages. In general, help porting packages to Windows is very welcome from interested parties.
I cannot understand why OPAM takes so much to work on Cygwin. I like SML but it still does not have a good set of libraries.
I understand that these projects are sort of resources but supporting cygwin well should be easier than mingw or VS.