In a word, "integrity".

I'd hope there is nothing within MinGW which would compromise system
integrity, but can I be 100% certain?  No, I can't.  I don't know every
project contributor personally, and while there are some in whom, over
several years of association with the project, I've developed a fair
level of trust, there are none for whom that level is 100%.

You've advocated running mingw-get as an administrator, (which, to be
pedantic, and as Eli has already pointed out, is subtly different from
being a member of the administrator group); that implies a significant
level of trust in the maintainer of mingw-get.  (For any who may not
already know, I am he).  How well do you know me?  If your answer is
anything other than "barely at all", or even "not at all", I would
suggest that you are being incredibly naive, for I do not know you.
Given that you (at best) barely know me, why would you place 100% trust
in a program which I maintain, (especially when it has the ability to
run scripts provided by others, for whom even I am unwilling to vouch
trustworthiness), to preserve the integrity of your system?  The only
sane answer must be that you shouldn't.

FWIW, it's a naively slipshod attitude to security, such as you have
advocated, which makes MS-Windows the virus-ridden breeding ground for
all the malign script-kiddies who infest it today.

I didn't understand quite well Eli's point but I don't see how UAC prompts appearing or not appearing would change anything discussed here. My system user is an administrator, created from installer or at worse, from control panel. Thus, Windows itself added me to the administrators group. It's different from XP however, in that I get the UAC prompt for tasks requiring elevated privileges, instead of not knowing what activities were performed with or without the privilege. This is just fine, as expected, and I can't really see a point in Eli's comment.

Eli, as for the Program Files, in Windows 7 at least, programs running with regular privileges that attempt to create files within Program Files will get them redirected to a special VirtualStore folder within profile of current user instead. Also, what do you mean by "protected"? I can't remember losing any file for programs writing to Program Files, so what was your specific use case?

Keith, so nothing specific to MinGW that cannot be applied for any program. Also, as I said, giving some user privileges over MinGW folder rather than giving it access only to actual administrators, doesn't necessarily change what you said, because since the same principle can be applied to any program at all, that would mean that one following this approach would be almost like an administrator, will all kinds of specific permissions instead of a single decision to belong to the administration group. Your point would also defeat the root user approach in Unix systems, that's been there for decades, and that we're supposed to believe it's sane, fine and wonderful.

I think we cannot reasonably follow what you described without being completely paranoid. Since the same is true for any kind of program, we would apply it everywhere and every time, and since they're written by millions of people we don't know, we may end up not using computers at all. So basically, trusting the work of millions of unknown people is a basic requirement in order to even press the power button of a computer.

Another problem I see is that people may, and probably would, add their own regular users they use everyday to the permissions list, instead of one created that purpose, so in that case users would end up with permanent access to MinGW directory, instead of only when they actually need it. A simple accidental command in shell could cause a permanent damage to the MinGW installation, not to say the other stuff to which that user has write permissions. I feel more comfortable with my regular user not having write access at all, so I can be sure that nothing I could accidentally perform in the command line would change anything in MinGW. When I need to perform an administrative task, such as mingw-get upgrade, I run it separately with the proper privileges acquired.