Concurrency::tasks...what happens to them if the application terminates?

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C++/CLI

Hey guys,
I had a question about Concurrency::tasks. What happens if I have created a concurrency task and the task is in flight (i.e. not done yet) and the application gracefully terminates.

Is the cancellation of the task internally handled somewhere or do I need to explicitly cancel the task by hand?

I ask as I am trying to debug an issue which is not easily reproducible, I am getting an exception upon exit

~_ExceptionHolder()
{
    if (_M_exceptionObserved == 0)
    {
        // If you are trapped here, it means an exception thrown in task chain didn't get handled.
        // Please add task-based continuation to handle all exceptions coming from tasks.
        // this->_M_stackTrace keeps the creation callstack of the task generates this exception.
        _REPORT_PPLTASK_UNOBSERVED_EXCEPTION();
    }
}

from ppltasks.h. I wonder if this is happening because my task is already in flight? Help would be appreciated. Thanks.