The startup/shutdown code is for the C runtime. If you avoid the C runtime you don't need it.
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.