Message loop not exiting when I close the window - winapi

Question

I am new to programming with the Win32 API, and have been trying to figure out why this application is not returning when I close the window.
#include <windows.h>
LRESULT CALLBACK WindowProc(
_In_ HWND hwnd,
_In_ UINT uMsg,
_In_ WPARAM wParam,
_In_ LPARAM lParam
);
int WINAPI WinMain(_In_ HINSTANCE hInstance, _In_opt_ HINSTANCE hPrevInstance, _In_ LPSTR lpCmdLine, _In_ int nShowCmd)
{
// Register window class
WNDCLASS wc = {};
wc.lpfnWndProc = WindowProc;
wc.hInstance = hInstance;
wc.lpszClassName = L"Window Class";
RegisterClass(&wc);
// Create window
HWND window = CreateWindowEx(
0,
wc.lpszClassName,
L"Window",
WS_OVERLAPPEDWINDOW,
CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT,
NULL,
NULL,
hInstance,
NULL
);
// Show window
ShowWindow(window, nShowCmd);
// Main Program Loop
MSG msg = {};
while (msg.message != WM_QUIT)
{
if (PeekMessage(&msg, window, 0, 0, PM_REMOVE))
{
TranslateMessage(&msg);
DispatchMessage(&msg);
}
}
return msg.wParam;
}
LRESULT CALLBACK WindowProc(
_In_ HWND hwnd,
_In_ UINT uMsg,
_In_ WPARAM wParam,
_In_ LPARAM lParam
)
{
switch (uMsg)
{
case WM_DESTROY:
PostQuitMessage(0);
return 0;
default:
return DefWindowProc(hwnd, uMsg, wParam, lParam);
}
}
I stepped through the code with a debugger and saw that after destroying the window, the value of the message was WM_PAINT, and so the program was continuously looping, but I don't understand why WM_QUIT is not being posted.

Answer 1

By providing window as an argument to PeekMessage you are telling it you only want to retrieve messages posted or sent to that window.
But WM_QUIT is a thread message - it's not associated with any given window. To retrieve it you need to call PeekMessage with nullptr for the window filter.

Answer 2

In addition to Jonathan Potter's answer, your message loop should be using GetMessage() instead of PeekMessage():
MSG msg;
while (GetMessage(&msg, NULL, 0, 0))
{
TranslateMessage(&msg);
DispatchMessage(&msg);
}
GetMessage() blocks the calling thread until a message arrives, and returns FALSE when WM_QUIT is received and the hWnd parameter is NULL.
By using PeekMessage(), you are running a tight busy loop, and the contents of msg are indeterminate when PeekMessage() returns FALSE when no message is available.