Question

Normally the GUI components are created in the OnInit-method.
I noticed that it isn’t actually necessary; you can create
wxFrame outside the entire wxApp-object and it’ll still work.

Are there any serious consequences?

Answer 1

Apparently you can construct wxFrame outside of the wxApp object by using the global method wxEntryStart.

::wxEntryStart bool wxEntryStart(int& argc, wxChar **argv)

This function can be used to perform the initialization of wxWidgets
if you can’t use the default initialization code for any reason.

If the function returns true, the initialization was successful and
the global wxApp object wxTheApp has been created. Moreover,
wxEntryCleanup must be called afterwards. If the function returns
false, a catastrophic initialization error occured and (at least the
GUI part of) the library can’t be used at all.

Notice that parameters argc and argv may be modified by this function.

Include files

The only consequence of this seems to be that you should call wxEntryCleanup()