Incosistent handling of hi-dpi between Mac OS X and Windows

On Mac OS X, the apparent window size of a window created with hi-dpi
support is identical to the size of a window without hi-dpi support. For
instance, if I create a 800x600 window in hi-dpi mode, I automatically get
a 1600x1200 window with the correct size on screen. If I disable hi-dpi, I
get a pixel-doubled 800x600 window with exactly the same screen size.

In Windows, I get different results: a 800x600 window without hi-dpi acts
identical to Mac OS X (pixel-doubled). However, if I enable hi-dpi support
then the on-screen window size is suddenly halved! The resulting window is
still at 800x600 (not 1600x1200) but at half the size it should be!

According to MSDN, proper hi-dpi support means that the window should have
the same on-screen size regardless of the DPI setting. Any ideas how to fix
this?