Why isn't there a native Windows shell out there that's just designed to be comfortable-enough for bash users, in the low-hanging ways?
It has some drawbacks, though, most notably lack of Unicode support.
In the first iteration, they just ported Korn shell to windows but it wasn't that useful. So after a couple of iterations they ended up with Powershell.
UNIX is file-based and Windows is object-based. Windows and UNIX users/engineers tend to have vastly different philosophies.
When Microsoft set out to create a new shell that rivaled bash, they came out of it with PowerShell.
I think they succeeded with that, PS performance issues aside.