Why does ASP.NET terminates async requests?

I know that this is not the proper way to write code, but I still like to understand this behavior - whenever I do an async HTTP request without waiting for the result, it seems like the request is terminated? (I do not see it on fiddler).

Code sample:

public partial class WebForm1 : System.Web.UI.Page
    {
        protected void Page_Load(object sender, EventArgs e)
        {
            {
                using (var client = new HttpClient())
                {
                    client.BaseAddress = new Uri("http://localhost.fiddlerhttpclient/");
                    var response = client.GetAsync("zzzz");
                }
            }
        }
    }

If I change the code to:

var response = client.GetAsync("zzzz").Result;

I do see it on fiddler. I don't understand why - I would expect that the request would still keep processing in background somehow, so why doesn't it?