GLFW program freezes under Cygwin?

Question

I am trying to create some portable C++ opengl code using glad, glfw. Sockets is used in the program and msys2 isn't posix compliant. So I am trying on cygwin which never worked for us.

There is no glfw binary for cygwin, but the instructions call for building glfw from source for linux, and the claim is it should work.

I created a MWE:

#include <glad/glad.h>
//#define GLFW_INCLUDE_NONE
#include <GLFW/glfw3.h>
#include <iostream>
#include <cstdlib>
using namespace std;

static void key_callback(GLFWwindow* win,
                         int key, int scancode,
                         int action, int mods) {
    if (key == GLFW_KEY_ESCAPE && action == GLFW_PRESS)
        glfwSetWindowShouldClose(win, GL_TRUE);
}

constexpr int w = 1024, h = 768;
int main() { 
    //  glfwSetErrorCallback(error_callback);
    if (!glfwInit())
        exit(EXIT_FAILURE);
 
    glfwWindowHint(GLFW_CONTEXT_VERSION_MAJOR, 2);
    glfwWindowHint(GLFW_CONTEXT_VERSION_MINOR, 0);

    GLFWwindow* win = glfwCreateWindow(w, h, "Simple example", NULL, NULL);
    if (win == nullptr) {
        glfwTerminate();
        exit(EXIT_FAILURE);
    }
    glfwSetKeyCallback(win, key_callback);
    
    glfwMakeContextCurrent(win);
    if (!gladLoadGLLoader((GLADloadproc)glfwGetProcAddress)) {
        cerr << "Failed to initialize GLAD\n";
        exit(EXIT_FAILURE);
    }

    while (!glfwWindowShouldClose(win)) { 
        glViewport(0, 0, w, h);
        glClear(GL_COLOR_BUFFER_BIT);
  
        glfwSwapBuffers(win);
        glfwPollEvents();
    }
 
    glfwDestroyWindow(win);
    glfwTerminate();
    exit(EXIT_SUCCESS);
}

The glad file works with msys2. The above code works on linux (Ubuntu 20).

After building glfw3 from source I compile it under cygwin with

g++ -g glfwtest.cc glad.c -o glfwtest -L/usr/local/lib -lglfw3 -lX11

The program freezes when run. No window opens. I tried to run gdb in cygwin, and that too freezes.

This is a windows 10 home system, working fine. Cygwin was just installed with gcc 10.xx and gdb yesterday.