A virtual machine is a hideous amount of overhead for a shell, not least because a lot of people like to drop to a shell specifically for its low resource consumption for large tasks. It's a valid solution, yes, but I would rank it below Bash on Windows 10 in any form.
For my use case I would prefer to have 100% of system resources on one OS. Also, I'm coming from a Mac and would prefer the "integrated" feel if that makes sense
There's a big difference between Cygwin and Bash on Windows though: Cygwin is a Win32 port of the GNU tools, whereas Bash on Windows is a Linux kernel emulation layer that allows you to run unmodified Linux binaries directly on Windows.
You could make it the other way around. Install Linux and use KVM to have a windows virtual machine at almost 100% native speed and basically full access to the hardware.
The only difficulty is if the hardware doesn't fully support Linux without hassle (in very recent notebooks for instance).
This may help. Think this way: the recruitment process of these companies is designed to acquire neurons, human thinking power in the same way they need electricity, disks or servers, not personas.
They use puzzles as benchmarks. Why do they should care about you as a person or your feelings?