Generally, it is a bad advice not to do a cleanup in the destructor.
But you can do it if the clean operation can fail, and you want to throw an exception. Then you have to be careful, as another exception would call abort(). For that particular case, doing cleanup in a separate function makes sense.
By the way, the code example indeed looks like from someone coming from the c world.
The reason being is that I don't trust it to be called. Certain windows functions like ExitThread() are known for not calling your class destructors resulting in memory leaks.
That is correct, but try to avoid such functions. Also from here :
There is no portable way in C++11 (that I'm aware of) to non-cooperatively kill a single thread in a multi-thread program (i.e. without killing all threads).
therefore just let the thread nicely finish, and destructors will be called.