He may just refer to the fact that heaptrc *always* prints some statement, even if there is no leak.
On Linux this would not have bothered him much, since it goes to console (or debug output window, which may be closed).
But on Window, for GUI app, it causes a pop up every single time your app finishes.
While that is fine, if you actually check for leaks, if/when you look for other issues that can be distracting.
I recommend in that case to compile with -WC which will give you GUI app an additional console.
It will close before you can get the report, but you may be able to see, if anything was printed (especially if there a lots of leaks).
And using fpdebug (svn trunk) and an IDE build with console too, the leaks can be printed to the IDE's console which will stay open, so they can be copied.