I found solutions to two long-standing irritations in Cygwin on Greg Coombe’s website.

### Cygwin exit gives error message

Does exiting Cygwin sometimes generate a “Terminate Batch Job(Y/N)” message? If so, you’re probably using a Windows batch file to launch Cygwin. If the batch file doesn’t consist of much, then just put all of that information directly into the shortcut. For me, this meant replacing the Cygwin shortcut:
C:\cygwin\cygwin.bat

to this: