configure: Clearly state that MSYS native builds are discouraged

MSYS, as per cygwin, by default uses a custom posix abstraction
in the form of a "msys2.dll". Programs build that way are harder to
distribute and use.

MSYS2 provides alternate launcher scripts that provide a MINGW
environment nearly out of box.

configure

@@ -3647,6 +3647,9 @@ case $target_os in
         enabled_any pic shared ||
             { check_cflags -mdynamic-no-pic && add_asflags -mdynamic-no-pic; }
         ;;
+    msys*)
+        die "Native MSYS builds are discouraged, please use the MINGW environment.";
+        ;;
     mingw32*)
         if test $target_os = "mingw32ce"; then
             disable network