Steam is proprietary, closed-source, has a single for-profit vendor, uses closed communication protocols (e.g. for Friends) preventing an open reimplementation, and there's no automated way of submitting new packages. Not to mention the scandals where it read through your browser history.
The download UI is nice, it does use plain http/s for package delivery, and it has a large install base. But i definitely do not think it is the best package manager available on Windows.
Faults aside, I think Steam's model is worth considering in terms of what features a package manager might need to succeed on Windows. Everything else posted here seems like it wants to replicate the Linux experience in Windows, and I suspect that would have limited appeal.
chocolatey seems fine if you are a package consumer, and never want to create/maintain your own packages.
if you are in a business/organisation that also wants to use the same thing to manage your own in-house package dependencies -- it doesn't seem like such an appropriate solution.
Saying 'runs on Cygwin' is a little obtuse when these packages are built with mingw-w64 to run on win32. The packages won't understand cygwin paths nor cygwin symlinks, and good luck linking to these libraries from a cygwin program.
EDIT: Oh, i think the copy intended to mean 'can be cross-compiled from a cygwin environment'. Leaving comment for posterity.
Nowadays with adware-including installers and phony download links, any solution to the packaging problem in Windows is welcome.