Once you return from the WM_ENDSESSION message, your process can be terminated at any time
A customer had a program which performed some final I/O operations as it exited. Various C++ objects deleted files or flushed buffers as part of their destructors. The customer found that if their program was left running when the user shut down Windows, then the files never got deleted, and the buffers were never flushed. On the other hand, if the...