Ghidra is actually a suite of reverse engineering toolkits, including, but not limited to a disassembler, a decompiler and a debugger interface that interfaces with many debuggers, among other neat things.
A disassembler takes compiled binaries and displays the assembly code the machine executes.
A decompiler translates the disassembled code back to pseudocode (e.g. disassembly -> C).
A debugger lets you step through the disassembly. Windbg is a debugger which is pretty powerful, but has the downside of a pretty unintuitive syntax (but I'm biased coming from gdb/llvm debuggers).
Both the MCP servers can probably be used together, but they both do different things. A neat experiment would be to see if they're aware of each other and can utilize each other to "vibe reverse"
How does it compare to using the Ghidra MCP server?