GLFW on MSYS2 on Windows 10 and vulkan

I did debug in mingw64 with gdb and first found that the extensions are 3 and not 2 so I recompiled with -DNDEBUG and made sure that there are 2 extensions with win32 surface the second one to make debugging easier.
I made a break point at the call of the function _glfwPlatformCreateWindowSurface which got called and I noticed that the troubles are in these lines:

vkCreateWin32SurfaceKHR = (PFN_vkCreateWin32SurfaceKHR)
    vkGetInstanceProcAddr(instance, "vkCreateWin32SurfaceKHR");
if (!vkCreateWin32SurfaceKHR)
{
    _glfwInputError(GLFW_API_UNAVAILABLE,
                    "Win32: Vulkan instance missing VK_KHR_win32_surface extension");
    return VK_ERROR_EXTENSION_NOT_PRESENT;
}

It is glfwInputError that get called and causes failure in creating the surface.
According to the terse documentation of vkGetInstanceProcAddr it is loader/platform dependent function. For windows it is the glad loader and the vulkan-1.dll that performs the magic of executing it, hence I can understand why using glad made the code works.
On the other hand in VS, the code works fine without glad, so there must be some way the standard vulkan loader along with vulkan-1.dll make vkGetInstanceProcAddr works. How is that can be made explicitly, obviously VS compiler does it implicitly that is initializing the standard vulkan loader properly.