Monty, it depends on how you write the program. You can use Win API calls to make your icon appear on the tray, disappear from the ALT-TAB list, etc. Since Windows makes it tedious, it's easy to omit one or the other of these, even if you want to do them.
I can only guess what Gary was after, but my guess is that this is a minor bug, though there might have been some purpose we don't know about. As Sean says, this is really a question for Gary, but that's my best guess based on what you say. (Since I run NT, I'm safeguarded from all these Virtual Mysteries <G>.)
Regards,
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