Application.Exit() which operation is first

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When I read the docs on MSDN for Application.Exit(), it says:

Informs all message pumps that they must terminate, and then closes all application windows after the messages have been processed.

In my understanding, to inform all message pump to terminate, this method would finally post a WM_QUIT message to the application message queue. And after posted the message, the method then would close each window(by MSDN). The problem is arising here, when this method try to close each window, the WM_QUIT message should have not been processed, but the MSDN said "it closes all windows after the messages have been processed".

It seems the documentation is contradictory to my inference. What is the problem here, any help is greatly appreciated.

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