Attention conservation notice: Try exiting cmake-gui deleting the CMakeCache file in the target (build) folder, and then restarting cmake-gui.

This is caused by cmake-gui loading cache file into memory, so if the project has previously been configured using cmake under Cygwin, then cmake-gui will always try to use the cygwin settings. If you delete the Cache files without exiting cmake-gui, then cmake-gui will just rebuild them with the same values they had before, thus restoring the cygwin file path. This caused me some confusion and frustration, because I had completely deleted the project and redownloaded the source, included deleting the cache files from disk, but cmake-gui still complained about bad /cygdrive/ paths in the cache file it had created.

I managed to fix this by exiting cmake-gui, deleting the cache files, and then relaunching cmake-gui.