Because you dont release the memory ? (There is no delete matching the new)... (However most implementations of delete would not actually return the memory to the system anyway, it would just put it in the local free lists)...
*Edit)
If you wanted to allocate lots of memory and be sure to return it to the system you could probably use one winapi function to get you a (several?) fresh page(s), use it and then explicitly return it to the system.
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