TeX Live upstream has thousands of packages, grouped into "collections".
Cygwin's TeX Live distribution, as originally packaged by Yaakov, has one
texlive-collection-* package for each upstream collection. I've just
discovered that about 1800 of the upstream packages, falling into about 40
collections, have documentation that is currently not included in the Cygwin
packages. I don't know if this was on oversight on Yaakov's part or a
deliberate decision to omit most of the documentation.
In any case, I think that the documentation is an integral part of TeX Live
and needs to be part of the Cygwin distribution. If I simply add it to the
texlive-collection-* packages, however, some of them drastically increase in
size. For example, the installation tarball for texlive-collection-latex
would increase from about 1MB to about 40MB. And for
texlive-collection-latexextra it would increase from under 10MB to over
300MB.