If anywhere in the runtime of your program an object is created with a virtual function pointer not filled in, and when the corresponding function is called, you will be calling a ‘pure virtual function’.
The handler you describe should be defined in the default libraries that come with your development environment. If you happen to omit the default libraries, you will find this handler undefined: the linker sees a declaration, but no definition. That’s when you need to provide your own version.
The infinite loop is acceptable because it’s a ‘loud’ error: users of your software will immediately notice it. Any other ‘loud’ implementation is acceptable, too.