How does GetMessage() function work with hooks without a loop?

I am new to the Win32 API. I am writing a C++ code which installs keyboard and mouse hooks, and to keep running code I am using a message loop.

To my understanding, GetMessage() gets the message from the message queue and dispatches it for further processing, but in the below code even if I am not using the while loop, just storing the value of GetMessage(), my code still keeps running and I am getting mouse and keyboard codes.

My doubt is if I am not using the while loop, GetMessage() should get the first message from the message queue and then it should cout and unhook both hooks and exit the code normally, but the code is not behaving like this.

This is the code which I have written:

#include <iostream>
#include <Windows.h>
using namespace std;

HHOOK keyboardHook;
HHOOK mouseHook;

LRESULT CALLBACK KeyboardProc(int nCode, WPARAM wParam, LPARAM lParam) {
    if (nCode == HC_ACTION && (wParam == WM_KEYDOWN || wParam == WM_SYSKEYDOWN)) {
        KBDLLHOOKSTRUCT* pKeyStruct = reinterpret_cast<KBDLLHOOKSTRUCT*>(lParam);
        DWORD keyCode = pKeyStruct->vkCode;
        std::cout << "Key Pressed: " << keyCode << std::endl;

        if (keyCode == VK_ESCAPE) {
            PostQuitMessage(0);
        }
    }

    return CallNextHookEx(NULL, nCode, wParam, lParam);
}

LRESULT CALLBACK MouseProc(int nCode, WPARAM wParam, LPARAM lParam) {
    if (nCode == HC_ACTION && wParam == WM_MOUSEMOVE) {
        MSLLHOOKSTRUCT* pMouseStruct = reinterpret_cast<MSLLHOOKSTRUCT*>(lParam);
        int x = pMouseStruct->pt.x;
        int y = pMouseStruct->pt.y;
        std::cout << "Mouse Move: x=" << x << ", y=" << y << std::endl;
    }

    return CallNextHookEx(NULL, nCode, wParam, lParam);
}

int main() {
    keyboardHook = SetWindowsHookEx(WH_KEYBOARD_LL, KeyboardProc, NULL, 0);
    mouseHook = SetWindowsHookEx(WH_MOUSE_LL, MouseProc, NULL, 0);

    MSG msg;
    // while (GetMessage(&msg, NULL, 0, 0) > 0) {
    //     TranslateMessage(&msg);
    //     DispatchMessage(&msg);
    // }
    int a = GetMessage(&msg, NULL, 0, 0);
    cout<<a;
    UnhookWindowsHookEx(keyboardHook);
    UnhookWindowsHookEx(mouseHook);
    return 0;
}