GfW is remarkably hostile to installing any additional components (e.g. I’ve needed to get ahold of rsync), especially compared to normal MSYS2, which is as flexible as any Linux distro.
Right, and manually extracting MSYS2 packages into an MSYS2 environment is also possible if very unsupported (used that to get a copy of rsync once). My point, rather, is that GfW isn’t and shouldn’t be your starting point if you want to get a Unix-like environment; use actual MSYS2 instead.
https://gitforwindows.org/install-inside-msys2-proper