Prior to CMake 2.8.4 (released in 2011), we defined `WIN32` on CYGWIN.
That was removed, but an undocumented `CMAKE_LEGACY_CYGWIN_WIN32`
compatibility mode was left to help projects transition. Only projects
that do not require at least 2.8.4 as their minimum CMake version need
the compatibility mode. We've also long warned about projects that do
not require at least 2.8.12, so it is now reasonable to remove the
legacy compatibility mode.