Correct.  Windows provides the building blocks for implementing getloadavg(), but does not provide an interface that does the averaging.  That is deferred to a per application basis.  The best that an application can do for that is to use thread pools.  You can think of thread pools as kernel-managed threads (different from user-managed threads via CreateThread()).

As of Win10 1703, any process linked with DLLs automatically have thread pools created for them (to parallel-ize the loading of said DLLs).  Leveraging that feature would minimize the costs incurred to do the running average.