Well, partly. I found out that it works if I start it in wine "wine app.exe". But if I start it with "winedbg app.exe" I still get this exception. So after all it's maybe not an msvcrt fault but a winedbg one. Maybe because it's catching every exception immediately even if it would be handled later by the program.
see wine docs about first chance and last exceptions and winedbg for cont/pass difference A+