Console applications, which do not have win32 windows with message pumps can be closed with alt-f4.
For GUI apps it sends a WM_CLOSE, because that's they way to "close" a GUI application.
For console applications it sends a message through the "Console control handler". Which the console subsystem no longer lets the application properly handle and kills the process summarily anyway.
Note that I keep saying "application" because that has been the terminology in windows forever. "GUI apps" and "console apps" were a thing before mobile.
This is good detail, but I wasn't comparing to mobile, I was comparing to Macintosh. A native app on Windows has always been more of a loose collection of related files, whereas it is a single file on Macs and is presented as a cohesive unit throughout the operating system. Thus, Cmd+Q was more feasible than a similar shortcut could have been on Windows, and Alt+F4 really was its closest equivalent because Windows didn't organize things the way Mac did.