Cygwin: add release note for newgrp(1) fixes

Signed-off-by: Corinna Vinschen <corinna@vinschen.de>

Author: github-cygwin

winsup/cygwin/release/3.6.6

@@ -14,3 +14,6 @@ Fixes:
 
 - Fix the problem that tmp_pathbuf area is destroyed regarding flock().
   Addresses: https://cygwin.com/pipermail/cygwin/2025-October/258914.html
+
+- Improve newgrp(1) POSIX compatibility and its documentation.
+  Addresses: https://cygwin.com/pipermail/cygwin/2025-December/259055.html