Raymond Chen's blog is always a great source of interesting information.

But I remember the times when that blog didn't look like a webdesign internship project in progress. And there were interesting comments…

So much history was lost when microsoft migrated the blogs and deleted the comments...

As a matter of fact, I think he actually answered the question:

https://devblogs.microsoft.com/oldnewthing/?p=36423

“One danger of the MsgWaitForMultipleObjects function is calling it when there are already messages waiting to be processed, because MsgWaitForMultipleObjects returns only when there is a new event in the queue.“