SDL_Init(SDL_INIT_GAMECONTROLLER | SDL_INIT_JOYSTICK | SDL_INIT_HAPTIC);
auto gGameController = SDL_JoystickOpen(0);			
SDL_JoystickRumble(gGameController, 0xFFFF, 0xFFFF, 1000);

Doesn't work. Same code works under Linux with a different controller.
For some reason ctx->xinput_correlated get set to SDL_FALSE and hence SDL_JoystickRumble doesn't even try to make it rumble.

Microsoft's API works without any problems with this controller (XInputSetState()).