MFC Application class

In an executable, there must be one entry point that can be called by the loader, runtime etc.
There cannot be any ambiguity here.

That is why we can have only one main function in a console program and only one WinMain function in a windows program. And that is exactly why we can have only one CWinApp or CWinAppEx instance 'cause this class encapsulates the entry point for the executable.