The version of msys included in the Git package for Windows has been changed, and if you try to replace it with the msys package, you will run into problems. I can not comment on other packages, but in principle - this is not to worry. Disk space is significantly cheaper than the time taken to make several independent packages a common common msys platform.
However, there are actually people who are trying to figure this out. Msys now has a package management system, and I know at least one project trying to get a Git environment for Windows build working with this mingwGitDevEnv system.
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