The thing is that the executable is not ran at all. You get the error coming from OS directly before, not after it fake-ish exited like explained in article for

The thing is that the executable is not ran at all. You get the error coming from OS directly before, not after it fake-ish exited like explained in article for Linux/MacOS. I think this was neatly explained by Ray in one of his older entries. The OS tries to load the .exe's header, then assign heap+stack according to that header, and only then will start the execution at entry point pointed by the header. So, empty file -> no header -> OS complains -> no execution + above error.