These are not done with Visual Studio devkits, and completely developed by a different team from the business end. The GDI is not used in gaming, along with a lot of other, legacy application "rooting" that VS forces in business software. That's why binary translation usually works very well (and has been around since the '90s -- I ran it on NT/Alpha myself), when the run-times are based on portable devkits.
I.e., Most video game and entertainment devkits are cross-platform, thanx to ATI and nVidia targeting GNU/Linux first (on any architecture), then porting to Win32/x86. Virtually every game engine since the mid '00s have targeted these devkits. It started in the early '00s, since both were over 90% Linux internally by 2000, and both Nintendo and Sony went the same route for their earlier devkit and, later, run-time platforms themselves.
Coincidentally, this was also around the time Microsoft secured all OpenGL patents from SGI (SGI's stupid move to go PC, a licensing agreement with Microsoft of which they've never recovered from), finally giving ATI and nVidia the ability to fully target DirectX with the needed, core capabilities to support their extensions, like they had with OpenGL. That's why, by the early to mid '00s, it was the same C call to do the same thing between either OpenGL or DirectX.
In fact, despite 3DLabs' (not to be confused with 3dfx) insistence that all extensions go through the OpenGL Architecture Review Board (ARB), ATI and nVidia ignored such, which pretty much killed all other GPU designers than those 2 -- sans the mobile market (where PowerVR and a few others live on). So DX and GL haven't been different since.
This is just how most entertainment and video game engines are developed and targeted for the past decade. Even, Microsoft end up not signing with Peter Jackson for the Halo movie because all of his editing and rendering were going to be on Linux. His studio refused to run the same software on Windows. It's very difficult to be a Windows-only house in this arena, and Jackson wasn't going to shift to appease one company for one movie (or one movie series).
Game houses just release run-times also for Win32/x86, because that's what most people use, even if they don't choose to use the Win/x86 devkits Microsoft puts in the time to port over. Same was true for the Linux/MIPS and Linux/PPC run-times, of which it wasn't hard to change the GL/PPC of the Sony PPC-based vector processor (PS) to a DX/PPC run-time (Xbox 360).
This is the industry. It's been cross-platform for a long-time. But it has nothing to do with business applications at Microsoft. Otherwise we'd see them on the SteamOS too. Valve has long had a Linux client, but they didn't public Beta test it until Microsoft announced its (now failed) Windows Live. It's why Adobe doesn't release software for Linux, not because of lack of demand, but because it would be the death of them.
Just like Corel got nuked years ago. You don't cross Microsoft on the consumer front, but the devkit world is quite very different. Heck, Microsoft just pulled completely out of the automotive market after Ford dropped them, leaving it to Blackberry (QNX) and various (mostly Linux-based). These markets are very different, and the gaming devkit market is very similar -- Windows is not the center of the universe.
Yes, I know TL;DR, but he asked.