First things first: I know that you can install a sort-of-a Loopback Adapter in Windows.
But what I really found strange is that there exists nothing like lo on Windows. At all. From The missing network loopback interface:
Windows TCP/IP stack does not implement a network loopback interface, as found in other TCP/IP stack like lo* interfaces in BSD systems.
...
The Microsoft Loopback Adapter can be installed on Windows systems, to run network applications when no physical adapter is present or active on the system. This adapter is not the equivalent of a network loopback interface and IPv4 address 127.0.0.1 can not be assigned to it. Also, it is not possible to sniff network traffic on it, at least with WinPcap.
I'd be really interested if somebody knew why this choice was made or why it never seemed necessary to include a loopback device in Windows. Because it comes in so handy to be actually able to capture packets you send from/to it in order to develop or debug network applications.
So if anybody has an experience in networking, TCP/IP stacks, etc. and is able to provide some insight, that would be much appreciated.