MinGW doesn't integrate as well with the predominant workflows (toolchains, linking, debugging, etc.) Most Windows desktop apps are compiled using MSVC, so this is important for many people.

Just to name one issue of many, MSVC uses Microsoft's PDB format for debugging instead of GCC's DWARF.

Besides what has also been mentioned, sometimes it breaks and reasonably so since so its not the most targeted environment. For example, lots of people had to downgrade packages on MinGW recently for a bit before fixed, see https://github.com/rust-lang/rust/issues/47048