MSVC supports AddressSanitizer as well via "/fsanitize=address" option, but __lsan_ignore_object() equivalent feature is not supported. Note that there's __declspec(no_sanitize_address) specifier which provides a similar feature but that's not runtime behavior so it's not directly applicable to g_ignore_leak() family.
See also https://docs.microsoft.com/en-us/cpp/sanitizers/asan-building?view=msvc-160