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MSDN:
The WM_QUIT message indicates a request to terminate an application and is generated when the application calls the PostQuitMessage function. It causes the GetMessage function to return zero.
WM_QUIT
nExitCode = (int) wParam; // exit code
Parameters
nExitCode
Value of wParam. Specifies the exit code given in the PostQuitMessage function.
Return Values
This message does not have a return value, because it causes the message loop to terminate before the message is sent to the application's window procedure.
See Also
GetMessage, PostQuitMessage
Laut dieser beschreibung Terminiert die Message das Programm, ohne direkt eine Message and die App zu senden.