Under normal circumstances, it should import both.
The exception that most likely applies in your case is that you're using an SSH client as your terminal. In this case, Cygwin does not import the user vars. Are you SSHing to your own workstation using
PuTTY or another such SSH client? If you're not sure, try running the command
echo $SSH_TTY. If you don't get a blank output to that command, that means your shell instance is being run via an SSH client, and the user's local environment vars will not be imported in this case.
You have two choices to solve this... You can either use a local terminal client like Mintty or rxvt instead of SSHing, both of which come native with Cygwin, or you can edit your Cygwin
profile file in
/etc to tell it not to skip local vars when running through SSH. This link shows how that can be done... http://smithii.com/node/44