Scenario:
Windows server 2012 with 2 network adapter, NIC1 with ip 192.168.1.10/24 gateway 192.168.1.1, NIC2 with ip 172.16.1.10/24 without gateway.
If in a command line i run a ping 172.16.1.15 and no host have that ip in directly connected network, windows server send packet to his default gateway (192.168.1.1), with the result that i can ping the host 172.16.1.15
Frankly I expect that if I do a ping an IP on a directly connected network, and no host has ip that address, I'll receive a destination unreachable. IMHO this behavior is wrong.
I hope I was clear enough.