Why is there a special PostQuitMessage function? Because it's not really a posted message.

Commenter A. Skrobov asked, "What's the difference between PostQuitMessage and PostThreadMessage(GetCurrentThreadId, WM_QUIT)?"

They are not equivalent, though they may look that way at first glance. The differences are subtle but significant.

Like the WM_PAINT, WM_MOUSEMOVE, and WM_TIMER messages, the WM_QUIT message is not a "real" posted message. Rather, it is one of those messages that the system generates as if it were posted, even though it wasn't. And like the other messages, the WM_QUIT message is a "low priority" message, generated only when the message queue is otherwise empty.

When a thread calls PostQuitMessage, a flag in the queue state is set that says, "If somebody asks for a message and there are no posted messages, then manufacture a WM_QUIT message." This is just like the other "virtually posted" messages. WM_PAINT messages are generated on demand if there are any invalid regions, WM_MOUSEMOVE messages are generated on demand if the mouse has moved since the last time you checked, and WM_TIMER messages are generated on demand if there are any due timers. And since the message is "virtually posted", multiple calls coalesce, in the same way that multiple paint messages, multiple mouse motions, and multiple timer messages also coalesce.

Why is WM_QUIT handled like a low-priority message?

Because the system tries not to inject a WM_QUIT message at a "bad time"; instead it waits for things to "settle down" before generating the WM_QUIT message, thereby reducing the chances that the program might be in the middle of a multi-step procedure triggered by a sequence of posted messages.

If you PeekMessage(..., PM_NOREMOVE) a WM_QUIT message, this returns a WM_QUIT message but does not clear the flag. The WM_QUIT message virtually "stays in the queue".

As another special behavior, the generated WM_QUIT message bypasses the message filters passed to the GetMessage and PeekMessage functions. If the internal "quit message pending" flag is set, then you will get a WM_QUIT message once the queue goes quiet, regardless of what filter you pass.

By comparison, PostThreadMessage just places the message in the thread queue (for real, not virtually), and therefore it does not get any of the special treatment that a real PostQuitMessage triggers.