Rust needs the C runtime for startup/shutdown code (and vcruntime for panics). It also needs basic memory functions such as memcpy and stack probes. There is no way round this except rewriting those in Rust.
To be clear, this is feasible but it'll require someone knowledgable to put in the work of rewriting this in Rust.
https://docs.microsoft.com/en-us/windows/win32/debug/vectore...
Granted, they are more cumbersome to use and probably not worth the effort to try to avoid them other than special cases.
IIRC llvm itself generates calls to __CxxFrameHandler3 when SEH is being used, making it awkward to replace with something that's not compatible.