The links don't look correct
$ ls -lah lib6502.i65
lrwxrwxrwx 1 halku halku 21 Oct 22 02:21 lib6502.i65 -> ../lib6502/libjmp.a65
That is how it is in the repo as well. There is no /lib6502/lib6502.i65 -- just a /lib6502/lib6502.a65 that is it's own file.
==EDIT==
I decided to just set up Linux as a VM on my machine and I'm getting the same exact error as cygwin in windows - I think something is up with XA or that symlink is goofy.
I'm half tempted to port the thing to ca65 (Or at least an X16 version based on the C64 model) However, it is 6:00 in the morning and I've been goofing around with Linux all night so may wake up in a few hours with a concept of how terrible an idea that is.