Petzold's Hello World is far more than what I'd consider a Hello World in Win32, because in addition to what you noted, it also creates a "full" window with all the associated complexity of managing its drawing yourself. A more suitable Win32 Hello World is not that much more complex than the traditional C one:
#include <windows.h>
#include <winuser.h>
int main() {
MessageBox(0, "Hello World!", "Hello World!", MB_OK);
}
In other words, I'd say Petzold was at least partially responsible for giving the impression that Win32 is impossibly complex even to start with. Fortunately others have come up with better introductions like http://www.winprog.org/tutorial/ or even https://win32assembly.programminghorizon.com/tutorials.html since then, but it seems that the damage has already been done and a whole generation of programmers have gotten the "Win32 is hard" notion embedded into their minds.
It's actually 87 lines of code, with a disclaimer comment, ample empty lines, a callback to play a wav when clicked, and an error message for when it's not run on NT. So, like 30-50 lines of actual Hello World necessary code. And that includes the starting up boilerplate.
That's about as relevant as complaining about the large binary size of a hello world program in a language creating static binaries. It might be larger than expected, but it usually includes a whole runtime. So once you add actual code, the binary's size doesn't scale linearly with the code size.
For comparison, a modern CSS "reseting" file, which just removes empty values is usually larger than the hello.c example.
This is the problem with trivial/contrived examples. They don't show you how the thing you're discussing scales in actual use.
In this case, the hello world in HTML is not representative of what you need to do to create a medium/large SPA in HTML.
And the old Windows api you could always wrap in higher order stuff, or even use as a basic layer to create your own UI library (still native).
The web stack, because of how it is done, you can't.