Comment by int_19h

Having consumer allocate the memory where possible has other benefits in that the consumer can use more efficient allocation techniques (stack, arenas etc), and given that Win32 API design goes all the way back to the earliest version of Windows running on very resource-limited PCs, that would be the main reason why.

However, in cases where this wasn't consistently feasible - e.g. COM - Windows instead mandates the use of a common API to manage memory: CoGetMalloc etc.