How to destruct a window that doesn't respond WM_DESTROY, WM_CLOSE and WM_QUIT?

As the title says, I did some researches.
And I found a pretty interesting situation that no WM message can destroy the window.

LRESULT CALLBACK WndProc(HWND hWnd, UINT msg, WPARAM wParam, LPARAM lParam) {
    switch (msg) {
        case WM_CLOSE:
            // DestroyWindow(hWnd);
            break;
            
        case WM_DESTROY:
            // PostQuitMessage(0);
            break;

        default:
            return DefWindowProc(hWnd, msg, wParam, lParam);
    }
    return 0;
}

And the message loop:

while (GetMessage(&Msg, NULL, 0, 0) >= 0) {
    TranslateMessage(&Msg);
    DispatchMessage(&Msg);
}

Normally That WM_QUIT causes GetMessage to return 0 and end the while loop.
But here isn't.

So the question is how can I destroy the window coded like this? (not terminate the thread).

By the way, after browsing the ms docs, I noticed there's a function called EndTask, and it works well on the window above.
What it did?