I'm also facing this issue.
I have Windows 10 French.
I have two accounts, an admin one with admin rights, a user one Eric without admin rights.
After setup download in user account, I ran the setup. It prompted me for admin password that I gave.
At the end of the setup, I checked the option to download indexes. I got an error like
C:\Users\Eric\AppData\Local\cygwin_ansvr\usr\share\astrometry\data
doesn't exist.
Of course, cygwin is in C:\Users\admin\AppData\Local\cygwin_ansvr\
So I ran IndexManager.exe as admin and it was ok.
But, overall, why is cygwin installed in a specific user folder?
In my case, this means that I can't use it from an account without admin right.
Eric