I've read the documentation for ReadDirectoryChangesW() and also seen the CDirectoryChangeWatcher project, but neither say why one would want to call it asynchronously. I understand that the current thread will not block, but, at least for the CDirectoryChangeWatcher code that uses a completion port, when it calls GetQueuedCompletionStatus(), that thread blocks anyway (if there are no changes).
So if I call ReadDirectoryChangesW() synchronously in a separate thread in the first place that I don't care if it blocks, why would I ever want to call ReadDirectoryChangesW() asynchronously?
When you call it asynchronously, you have more control over which thread does the waiting. It also allows you to have a single thread wait for multiple things, such as a directory change, an event, and a message. Finally, even if you're doing the waiting in the same thread that set up the watch in the first place, it gives you control over how long you're willing to wait. GetQueuedCompletionStatus has a timeout parameter that ReadDirectoryChangesW doesn't offer by itself.