Why does `syslog` on `Cygwin` ignores messages silently?

Question

I run syslog on Windows via Cygwin. My configuration file follows:

#############################################################################
# Default syslog-ng.conf file which collects all local logs into a
# single file called /var/log/messages.
#

@version: 3.2
@include "scl.conf"

source s_local {
    system();
    internal();
};

source s_network {
    udp();
};

destination d_local {
    file("/var/log/messages");
};

log {
    source(s_local);

    # uncomment this line to open port 514 to receive messages
    source(s_network);
    destination(d_local);
};

This configuration fails to receive any messages from remote sources silently. It receives messages from local computer, however, when I send messages from remote one, the server simply ignores them, even I can see with WireShark that remote computer really sends messages and that server really receives them via network.