While running a Windows application integrated with Unity plugin v6.5.1 and above for the Windows environment (which wraps Vungle's Windows SDK v6.5.1 and above that supports IL2CPP) the application throws the following exception in the C++ code in Visual Studio IDE when the ad is about to play -
This runtime exception is seen when the application is built using Unity IDE version 2018 and above which has IL2CPP support.
This is not an issue but an expected behavior for IL2CPP when running directly from the generated C++ code. This link from Unity forum has additional details.
In order to resolve this exception, uncheck the exception box and click on the continue button as shown in the below screenshot to continue working on the application without seeing the exception.