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Process Execution from Cygwin Shells

Steps to reproduce:
1. Open "Process Monitor" and filter for events of type "Operation"
and value "Process Create".
2. Open a Cygwin shell (using cygwin.bat or mintty or rxvt): bash or ksh, e.g.
3. Type any command that is not a shell built-in, say "clear" or "cmd".
4. Notice that "Process Monitor" captured two process creation events
related to the invoked command: a new child shell and another of the
invoked command.
5. Open the command prompt, cd to $CYGWIN\bin, and type the same
command (a Cygwin command that can be executed directly from cmd will
also do).
6. Notice that "Process Monitor" captured only one process creation
event: of the invoked command.

This seems very strange to me. The behavior applies even when
executing a Shell script. I noticed identical behavior when using
MinGW Shell as well. Shells in Unix-based OSs don't behave this way.
Why is this happening? Can something be done about it?


Problem reports:
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