omlk: What would we gain?
A Unix-like build environment. Produces native binaries using MinGW, doesn't need to ship another DLL like Cygwin. But there is MSYS2 DLL for anyone need a POSIX compatibility layer.
BTW, if you choose to go forward with LSP and CCLS, then MSYS2 is a good choice. You have to depend on it anyway. Offering CodeBlocks packages on MSYS2 (co-operate with the MSYS2 team), so installing CodeBlocks with all the needed stuffs for CCLS made easy with just pacman -S codeblocks, pacman will handle all of the dependencies for you, the users don't need to setup CCLS packages themselves before able to use CodeBlocks.
Please note, there is Qt Creator and complete Qt5 packages for MSYS2 for a while. It's nothing wrong for CodeBlocks to follow. Employing MSYS2 also lower the maintenance efforts, as we now using the same Unix-like environment across platforms, no need to set Windows specific stuffs anymore.
And also, if you choose to continue to distribute CodeBlocks binaries like what you are doing now alongside with/instead of MSYS2 packages of CodeBlocks, you still need to bundle MSYS2 related stuffs for CCLS anyway. So using the same environment really helps avoiding a lot of troubles.