This can happen if you select one of the proposed options, except for "Install from the Internet" in the "Cygwin Settings" dialog box:

If you use other options, it seems that you may have the missing files. I tried on two different machines, and in both cases there was only one file in the Devel category, nothing to do with gcc. This is despite the fact that it goes line by line and checks everything for a full installation.
In desperation, I tried everything I could think of, and as soon as I tried Install from the Internet, both machines immediately showed a huge list in the Devel category, including gcc entries, and then I got the full installation.
It may have been a mirror / boot failure, as I found that after using the internet option, I was not able to reproduce the original problem on any machine. (I tried to do this in order to get a screenshot for this message.) But it would be strange to have the same download glitch twice in a row on different machines.
Regardless of how this can happen, the fact remains: the download was successful, and I was never notified of any problem, so there was no reason to doubt that I downloaded the full set of files. And the net effect was, having made the choice to download to disk, and then install from it, I was permanently stuck in missing files, having no idea what the problem was. Luckily, I came across the fact that using the Internet option will fix the problem.
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