On Windows Server 2008 and earlier, the SIO_RCVALL IOCTL setting would not capture local packets sent out of a network interface. This included packets received on another interface and forwarded out the network interface specified for the SIO_RCVALL IOCTL.
On Windows 7 and Windows Server 2008 R2 , this was changed so that local packets sent out of a network interface are also captured. This includes packets received on another interface and then forwarded out the network interface bound to the socket with SIO_RCVALL IOCTL.