If I invoke `emacs -Q`, it opens up a buffer: *scratch*.But if I do `emacs -q`, it opens Emacs but without customization, I'd guess.This happens in all three cases: 1. from Command Prompt    2. via Run (even with `runemacs.exe`)   and   3. via GDB 

The Abort dialog appears in the first two cases (after emacs -q).
However, it does not appear in if run via GDB. For GDB, I've attached a screenshot of the result.
    On Sunday, 1 May, 2022, 07:03:12 pm IST, Eli Zaretskii <eliz@gnu.org> wrote:  
 
 > Date: Sun, 1 May 2022 13:24:31 +0000 (UTC)
> From: hermit sings <hermitsings@yahoo.com>
> Cc: "55047@debbugs.gnu.org" <55047@debbugs.gnu.org>, 
>     "corwin@bru.st" <corwin@bru.st>
> 
> No, I'm launching it from the Start Menu as an application.

And if you open a Command Prompt window and invoke Emacs from the cmd
prompt, as "emacs -Q", does it also show the abort dialog?

Also, what happens if you invoke it from the Start->Run dialog, like
this:

  C:\Program Files\Emacs\emacs-28.1\bin\runemacs.exe -Q

(note: "runemacs", not "emacs").

> Yes, the breakpoint breaks at one point. But `bt` shows `No stack`.

That's because you haven't run the application yet, by typing "run".

But I see that after you do run it, the breakpoint never breaks.  So I
still don't understand why you see that MS_VC_EXCEPTION event; it
doesn't happen here, FWIW.

What happens if instead of "run" at the GDB prompt you type "run -Q"?