It is extremely hard to create an application that doesn't depend on CRT on Windows. CRT provides tables for handlers of SEH exceptions and provides the default event handlers. Win32 headers have hard dependencies of the handler tables CRT provides. So you need to go quite a bit out of your way to hack deep Win32 headers. Loading DLLs etc also may call CRT functions.
You can read Mingw64 source to see how many hacks they had to do to make it work.