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Additional carriage return added by cygwin commands to DOS text files

I know it's a common issue, but I didn't find a solution to my problem in the

I have a "dos" file (lines ends with carriage return+line feed : 0d0a in Hex) :
bash-3.2$ xxd test1
0000000: 6161 610d 0a62 6262 0d0a                 aaa..bbb..

If I apply a cygwin command to this file, I get an additional carriage return :
bash-3.2$ grep -E 'a|b' test1 > test2
bash-3.2$ xxd test2
0000000: 6161 610d 0d0a 6262 620d 0d0a            aaa...bbb...

I chose dos mode when installing cygwin.
My filesystems are mounted "textmode"
bash-3.2$ mount 
c:\win32app\cygwin\bin on /usr/bin type system (textmode)
c:\win32app\cygwin\lib on /usr/lib type system (textmode)
c:\win32app\cygwin on / type system (textmode)
c: on /cygdrive/c type system (textmode)
I have no CYGWIN environment variable set

Is what I get the "normal" behaviour with thos parameters?
What can I do so that when I use some cygwin command on a "dos" file I get a
"dos" file in the output?

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