Yep. I tried curl -v to get all the raw headers line by line and the payload is there, and I also tried in telnet, both return a 200 page.
I read the microsoft security bulletin and it says that your IIS server is protected if Kernal Caching is off, maybe that's why our servers are neither blocking the request nor crashing with the request.
I was able to crash mine (local win8.1 and win2012 server) without any rules specified, only the checkbox enabled for kernel caching... it may vary based on windows version.
One other possibility, is that your systems have already been compromised and are giving you back incorrectly safe-looking output. I'm not saying its probable, just possible.