It looks like msvcp doesn't export anything for the std::bad_function_call exception construction and if std::bad_function_call is constructed directly from the app the corresponding class data is generated in the application binary.
I am attaching an ad-hoc test program I used to test it (using MSVC 2022 community edition). [msvcp_except.cpp](/uploads/558f0911366525d05af4ac69552c4aae/msvcp_except.cpp)