bpo-31883: Skip locale test that causes heap corruption on older versions of Cygwin by embray · Pull Request #4151 · python/cpython
There is an acknowledged bug in Cygwin's implementation of wcsxfrm() that can cause heap corruption in certain cases. This bug has since been fixed in Cygwin 2.8.1-1 and all current and future releases. However, that was relatively recent (July 2017) so it may still crop up.
I also have a workaround for this from the Python side, but rather than clutter the code with workarounds for platform-specific bugs I think it suffices just to skip the test in this case.