Cygwin meets the expectations of gdb for styling (if TERM is set and not
'DUMB', the terminal supports 'ANSI' (ECMA-48) escape sequences.
gdb/ChangeLog:
2020-01-02 Jon Turney <jon.turney@dronecode.org.uk>
* cli/cli-style.c: Set cli_styling to 'true' in the Cygwin build.