Why doesn't signal handling work on Windows?

Signals are unsupported by the Win32 API. The C Runtime provides crude support for signals, but there are serious caveats, such as inability to die() or exit() from a signal handler. Perl itself does not guarantee that signal handlers will not interrupt critical operations such as memory allocation, which means signal invocation may throw perl internals into disarray. For these reasons, signals are unsupported at this time.