Here's the only hint I found, from the TerminateExecutable help.
"If you launch a 16-bit executable under Windows NT, TerminateExecutable cannot attempt to terminate the launched executable process. In addition, ExecutableHasTerminated cannot determine whether the launched executable process has terminated."
Under Windows 95, the DOS prompt (including processing batch files) was a 16 bit app. I don't know if newer Windows (NT 4.0, 2000, XP) have a 16 bit or 32 bit app for the command prompt.