I had the impression that poor documentation forced a lot of Windows programmers to understand Microsoft's API's via experimentation.

Not always. Various standard library functions can cause UB, and not just things like C's div function. In C++, calling front() on an empty std::vector<T> causes UB, for instance. http://www.cplusplus.com/reference/vector/vector/front/

I agree that from a system perspective, it doesn't look like good behaviour.

std::vector et al. are parts of the C++ language. "Language" != pure syntax.

For what it's worth, I read that POSIX does have UB in the spec (as in, distinct from how the compiler is allowed to break things in terms of language-level UB), at least in some ghastly signal handling situations. I wasn't able to find at a glance whether Windows does too, or if it categorically doesn't.

> According to POSIX, the behavior of a process is undefined after it ignores a SIGFPE, SIGILL, or SIGSEGV signal that was not generated by kill(2) or raise(3).