Difference between Microsoft compiler and GNU compiler, in terms of output executable file size

Suppose I have the following program:

#include <stdio.h>
int main()
{
    printf("This is a sample C program.\n");
    return 0;
}

If I compile it with the Microsoft compiler (cl.exe /O1 sample.c) on a Windows 7 32-bit machine, then it outputs an executable file that is 44 KB.

If I compile it with the GNU compiler (gcc sample.c) on a CentOS 64-bit machine, then it outputs an executable file that is 6 KB.

Generally speaking, why is there such a big difference in file size for this small program? Why does it take Windows 44 KB just to print a line and exit?

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