I think you have in your PATH the Symbians tools which contains the make tool, so you are not executing cygwin's make.
First check what make you are executing
type make
If you get something like this:
/cygdrive/c/Program Files (x86)/Common Files/Symbian/tools/make
Then it means your PATH is wrong and you aren't executing the correct make.
Be sure to have installed the Cygwin's make package and modify your PATH so it takes the correct "make".