At some point, the default for startx has changed from rootless/multiwindow to the single-window option that Cygwin used years ago.
Yuck! I presume this was related to updating the world to use X.org stuff instead of the old XFree86/X11, or whatever it was. Whatever the reason, it's mind-bogglingly annoying! I suppose in someone's point of view, it's "right," and I may like it some day. I think I already like some of what I'm seeing as I investigate this: manpages are being updated, and seem fairly clear.
I still want to run startx, for the time being. I don't want to run a .bat script, I don't want to run a custom script.
startx starts up X by means of the process described in the xinitrc package. According to this process, you can create a .xserverrc file in your home directory to control the server process that is started up, including its command-line arguments. (You can also specify on the startx command-line, apparently.) The correct thing to do seems to be to put the following in $HOME/.xserverrc :
exec XWin -multiwindow -clipboard -silent-dup-error
You still probably want to create a .xinitrc to control what gets start up within your session. I don't like the way one xterm becomes the long-running process which causes the X session to terminate when I exit, but at the moment I can't remember what I do to correct that situation, and don't have any examples to look at here.