If I were you, I would be comparing the difference between the working
and non-working cases, like is the file size different?
Thank you very much for a good question, it really helps to resolve my issue. The problem seems to be in <LF> -> <CR><LF> (0A -> 0D 0A) convertion in pipe after bzip2, which occurs _only if_ option "Default Text File Type" = Dos. I didn't test any other utilities except cat, when it doesn't happend (=everything fine).
Here is illustration.
Non-working (fresh install, current version, almost minimal, cygwin-1.5.6-1).
With option "Default Text File Type" = Dos
$ bzip2 -kv gawk.info
gawk.info: 4.508:1, 1.774 bits/byte, 77.82% saved, 980691 in, 217521 out.
$ bzip2 -tv gawk.info.bz2
gawk.info.bz2: ok
$ mv gawk.info.bz2 gawk.info.bz2-correct
$ cat gawk.info | bzip2 -v > gawk.info.bz2
(stdin): 4.508:1, 1.774 bits/byte, 77.82% saved, 980691 in, 217521 out.
$ bzip2 -tv gawk.info.bz2
gawk.info.bz2: data integrity (CRC) error in data
You can use the `bzip2recover' program to attempt to recover data from undamaged sections of corrupted files.
$ mv gawk.info.bz2 gawk.info.bz2-broken $ ls -1s --block=1 gawk.info.bz2* 219136 gawk.info.bz2-broken 218112 gawk.info.bz2-correct
After comparison of gawk.info.bz2-correct and gawk.info.bz2-broken I found, that all 0A entries in correct file changed to 0D 0A are corrupted.
Same installation with option "Default Text File Type" = Unix
$ bzip2 -kv gawk.info
gawk.info: 4.508:1, 1.774 bits/byte, 77.82% saved, 980691 in, 217521 out.
$ bzip2 -tv gawk.info.bz2
gawk.info.bz2: ok
$ mv gawk.info.bz2 gawk.info.bz2-correct
$ cat gawk.info | bzip2 -v > gawk.info.bz2
(stdin): 4.508:1, 1.774 bits/byte, 77.82% saved, 980691 in, 217521 out.
$ bzip2 -tv gawk.info.bz2
gawk.info.bz2: ok
$ mv gawk.info.bz2 gawk.info.bz2-piped
$ ls -1s --block=1 gawk.info.bz2*
218112 gawk.info.bz2-correct
218112 gawk.info.bz2-piped
$ diff gawk.info.bz2-correct gawk.info.bz2-piped
$
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