Further, the WinSock2 docs make no mention of AF_UNIX.

And my attempt to use it compiles clean, but results in a runtime error (as expected):

#include <winsock2.h>
#include <ws2tcpip.h>
#include <stdio.h>

int main( int argc, char **argv ) {
    WSADATA wsaData = {0};
    int iResult = 0;
    SOCKET sock = INVALID_SOCKET;

    if( WSAStartup(MAKEWORD(2, 2), &wsaData) != 0 ) {
        printf( "WSAStartup failed: %d\n", iResult);
        return 1;
    }

    sock = socket( AF_UNIX, SOCK_DGRAM, IPPROTO_TCP );
    if( sock == INVALID_SOCKET )
        printf( "socket function failed with error = %d\n", WSAGetLast
+Error() );
    else {
        printf( "socket function succeeded\n" );

        iResult = closesocket( sock );
        if( iResult == SOCKET_ERROR ) {
            printf( "closesocket failed with error = %d\n", WSAGetLast
+Error() );
            WSACleanup();
            return 1;
        }
    }
    WSACleanup();
    return 0;
}
[download]

Compile/link/run/error:

C:\test>cl /W3 unixDomainSockets.c Ws2_32.lib
Microsoft (R) C/C++ Optimizing Compiler Version 15.00.21022.08 for x64
Copyright (C) Microsoft Corporation.  All rights reserved.

unixDomainSockets.c
Microsoft (R) Incremental Linker Version 9.00.21022.08
Copyright (C) Microsoft Corporation.  All rights reserved.

/out:unixDomainSockets.exe
unixDomainSockets.obj
Ws2_32.lib

C:\test>unixDomainSockets.exe
socket function failed with error = 10047

C:\test>perl -E"say $^E=10047"
An address incompatible with the requested protocol was used
[download]

So, quite how you are getting away with using *nix domain sockets on Windows I have no idea; but I think that it is more by luck than judgement and probably not doing what you think it is.