Why can't run.exe execute a shebang script directly?

[John Wiersba <jrw32982 at yahoo dot com>]

I would have thought cygwin1.dll contains the code necessary to do this, like the linux kernel does.  Can it be added to the dll or does it have to be added to each executable individually, such as bash.exe, run.exe, etc.?

  bash$ /bin/run ./try
  run FATAL: Could not start D:\ftp\try

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