Yes, i believe it. This bug used to catch me all the time. Now i've learned to always do ON_MESSAGE handlers the LRESULT way. there is a "ON_MESSAGE_VOID" message handler, but i've never used it and i don't know if it will help. (from Afxpriv.h)
// like ON_MESSAGE but no return value
#define ON_MESSAGE_VOID(message, memberFxn) \
{ message, 0, 0, 0, AfxSig_vv, \
(AFX_PMSG)(AFX_PMSGW)(void (AFX_MSG_CALL CWnd::*)(void))&memberFxn },
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