Why does sort on Linux and on Cygwin return different results?

Scenario:

# on Linux
$ cat r456.txt
e+e+l
e+e-c

$ cat r456.txt | sort
e+e-c
e+e+l

$ sort --version
sort (GNU coreutils) 8.30

# on Cygwin
$ cat r456.txt
e+e+l
e+e-c

$ cat r456.txt | sort
e+e+l
e+e-c

$ sort --version
sort (GNU coreutils) 9.0
Packaged by Cygwin (9.0-1)

Here we see that sort on Linux and on Cygwin returns different results. Why? How to make sort on Linux and on Cygwin return the same results? --- UPD. Locales:

# on Linux
$ locale
LANG=en_US.UTF-8
LANGUAGE=en_US:
LC_CTYPE="en_US.UTF-8"
LC_NUMERIC="en_US.UTF-8"
LC_TIME="en_US.UTF-8"
LC_COLLATE="en_US.UTF-8"
LC_MONETARY="en_US.UTF-8"
LC_MESSAGES="en_US.UTF-8"
LC_PAPER="en_US.UTF-8"
LC_NAME="en_US.UTF-8"
LC_ADDRESS="en_US.UTF-8"
LC_TELEPHONE="en_US.UTF-8"
LC_MEASUREMENT="en_US.UTF-8"
LC_IDENTIFICATION="en_US.UTF-8"
LC_ALL=

# on Cygwin
$ locale
LANG=
LC_CTYPE="en_US.UTF-8"
LC_NUMERIC="C.UTF-8"
LC_TIME="C.UTF-8"
LC_COLLATE="C.UTF-8"
LC_MONETARY="C.UTF-8"
LC_MESSAGES="C.UTF-8"
LC_ALL=

--- UPD2. I've changed all locales on Cygwin to en_US.UTF-8. However, sort still returns different results:

# on Linux
$ cat r456a.txt
u1
u-1

$ cat r456a.txt | sort
u-1
u1

# on Cygwin
$ cat r456a.txt
u1
u-1

$ cat r456a.txt | sort
u1
u-1

$ locale
LANG=en_US.UTF-8
LC_CTYPE="en_US.UTF-8"
LC_NUMERIC="en_US.UTF-8"
LC_TIME="en_US.UTF-8"
LC_COLLATE="en_US.UTF-8"
LC_MONETARY="en_US.UTF-8"
LC_MESSAGES="en_US.UTF-8"
LC_ALL=en_US.UTF-8

How to fix? --- UPD3. Observation: on both Linux and Windows all LC variables are set to en_US.UTF-8, strings to sort are:

ProfileDataContainer.cpp
ProfileData.cpp

Linux sort sorts them as

ProfileDataContainer.cpp
ProfileData.cpp

Cygwin sort sorts them as

ProfileData.cpp
ProfileDataContainer.cpp

Is it a bug in Linux sort or in Cygwin sort? How to make Linux sort produce the same results as Cygwin sort? Versions: Linux sort: 8.32, Cygwin sort: 9.0. Both are GNU coreutils.