How to keyboard interrupt user32.GetMessageW / user32.SetWinEventHook loop in python?

I can't seem to figure out how to let Ctrl-C interrupt this code. It prints a KeyboardInterrupt exception to the console when you press Ctrl-C but never actually stops the program.

How can I make it actually stop?

import ctypes
import ctypes.wintypes
from random import random

user32 = ctypes.windll.user32
ole32 = ctypes.windll.ole32

EVENT_MIN = 0x00000001
EVENT_MAX = 0x7FFFFFFF


def _win_callback(
    hWinEventHook: int, event, hwnd, idObject, idChild, idEventThread, dwmsEventTime
):
    if random() > 0.95:
        print(event)


def loop():
    ole32.CoInitializeEx(0)

    win_event_proc_type = ctypes.WINFUNCTYPE(
        None,
        ctypes.wintypes.HANDLE,
        ctypes.wintypes.DWORD,
        ctypes.wintypes.HWND,
        ctypes.wintypes.LONG,
        ctypes.wintypes.LONG,
        ctypes.wintypes.DWORD,
        ctypes.wintypes.DWORD,
    )

    win_event_proc = win_event_proc_type(_win_callback)

    winevent_outofcontext = 0x0000
    user32.SetWinEventHook.restype = ctypes.wintypes.HANDLE
    hook = None

    hook = user32.SetWinEventHook(
        EVENT_MIN, EVENT_MAX, 0, win_event_proc, 0, 0, winevent_outofcontext,
    )
    assert hook != 0

    msg = ctypes.wintypes.MSG()
    print("starting msg loop")
    while user32.GetMessageW(ctypes.byref(msg), 0, 0, 0) != 0:
        print("msg", msg)
        user32.TranslateMessageW(msg)
        user32.DispatchMessageW(msg)


if __name__ == "__main__":
    loop()