Problem resolved. I was using the Windows 'lpr' command. Even though cygutils is part of the 'base' Cygwin install this package didn't have lpr. So, I installed the other cygutils packages and /usr/bin/lpr was there. Well, it was either that, or running lprsetup.sh and restarting Cygwin that brought about the Cygwin lpr command.
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