MsysGit is still a huge collection of random packages, many of which you don't need for other revision control systems. No it isn't cygwin, but you require 130mb of linux packages still to install it.
It's nowhere near self contained. Bzr,Hg,cvs,svn (and others), are just a small directory, and need none of those. MsysGit is overrated too. Usable yes, but ideal? Hardly..