El siguiente código

#include <iostream>
#include <future>
#include <thread>
#include <mutex>

std::mutex m;

struct Foo {
    Foo() {
        std::unique_lock<std::mutex> lock{m};
        std::cout <<"Foo Created in thread " <<std::this_thread::get_id() <<"\n";
    }

    ~Foo() {
        std::unique_lock<std::mutex> lock{m};
        std::cout <<"Foo Deleted in thread " <<std::this_thread::get_id() <<"\n";
    }

    void proveMyExistance() {
        std::unique_lock<std::mutex> lock{m};
        std::cout <<"Foo this = " << this <<"\n";
    }
};

int threadFunc() {
    static thread_local Foo some_thread_var;

    // Prove the variable initialized
    some_thread_var.proveMyExistance();

    // The thread runs for some time
    std::this_thread::sleep_for(std::chrono::milliseconds{100}); 

    return 1;
}

int main() {
    auto a1 = std::async(std::launch::async, threadFunc);
    auto a2 = std::async(std::launch::async, threadFunc);
    auto a3 = std::async(std::launch::async, threadFunc);

    a1.wait();
    a2.wait();
    a3.wait();

    std::this_thread::sleep_for(std::chrono::milliseconds{1000});        

    return 0;
}

Compilado y ejecutar ancho de clang en macOS:

clang++ test.cpp -std=c++14 -pthread
./a.out

Got result

Foo Created in thread 0x70000d9f2000
Foo Created in thread 0x70000daf8000
Foo Created in thread 0x70000da75000
Foo this = 0x7fd871d00000
Foo this = 0x7fd871c02af0
Foo this = 0x7fd871e00000
Foo Deleted in thread 0x70000daf8000
Foo Deleted in thread 0x70000da75000
Foo Deleted in thread 0x70000d9f2000

Compilado y ejecutado en Visual Studio 2015 Actualización 3:

Foo Created in thread 7180
Foo this = 00000223B3344120
Foo Created in thread 8712
Foo this = 00000223B3346750
Foo Created in thread 11220
Foo this = 00000223B3347E60

Destructor no se llama.

Es esto un error o una zona gris indefinida?

PD

Si el sueñostd::this_thread::sleep_for(std::chrono::milliseconds{1000}); al final no es lo suficientemente largo, es posible que a veces no veas los 3 mensajes "Eliminar".

Cuando usasstd::thread en lugar destd::async, se llama a los destructores en ambas plataformas, y los 3 mensajes "Eliminar" siempre se imprimirán.