Sure! Two examples where the Win32 API and/or my knowledge of it falls short,
* Layout management. There's no "easy" way of managing dialog layouts (letting controls expand/shrink on resize etc).
* Custom controls (e.g a tree-list-view) are clunky to write.
I'd much rather write PicoTorrent on top of the pure Win32 APIs, which I did in the beginning. It then evolved and when I valued time against frameworks, frameworks won, and saved me time :)
You can hit me up at the email in my profile if you want to discuss further!
We wrote a layout manager and it's under 400 lines with very liberal vertical spacing. There's really not much to it - just hook the container window and reshuffle the contents in response to WM_SIZING, WM_SIZE. Handle WM_GETMINMAXINFO too if needed.
Custom controls aren't that much harder, but they do require some work indeed. TreeView and ListView are _really_ well designed in terms of customization support. The documentation is a bit heavy, granted, but once you get a gist of NMCUSTOMDRAW phases it's all pretty trivial from there.
You can hit me up at the email in my profile if you want to discuss further!