Last time I checked, the Windows version of git was a weird cross-compiled Cygwin build.
Dunno if I've ever seen that - but even if I'm not a fan of Cygwin, that would still classify as native.
And all the Windows builds of Git I've used have been MinGW builds, anyway - and it's what https://git-scm.com/
offers. Yes, that's a big package that includes a bunch of unixy tools, and it would be nice if there was a minimal package that included just the necessary core commandline tools.
But hey, Mercurial requires Python, so that's even less "native"