This situation is not an error from the viewpoint of PVS-Studio. The point is that stdafx.h is processed in Visual C++ in a special way. Sometimes some of the exceptions from the rules of file processing apply to it. Simply speaking, Visual C++ processes stdafx.h file not like all the other header files.
There is no such special processing of stdafx.h in PVS-Studio analyzer (as well as in many other similar tools). That's why when testing the code with the help of PVS-Studio you can sometimes see errors relating to stdafx.h.
To avoid the errors, stdafx.h file must be processed in the same way as all the other header files. You do not need to disable "precompiled headers" for that. But disabling "precompiled headers" can help you detect errors in the organization of the project's files.
So, if you have problems with stdafx.h file when testing code with the help of PVS-Studio, although these problems do not occur when compiling the code, you can do the following.

  1. Make sure that the whole code is correctly compiled (completely). To do so use "Rebuild Solution" command.
  2. Disable "precompiled headers" for the project. If the project's files are organized correctly the project must still be able to compile. If there are compilation errors occurring with "precompiled headers" disabled, correct them.
  3. Enable "precompiled headers".
  4. The project is ready for testing with PVS-Studio.
  5. I should note that these actions are necessary only in that case if there are errors relating to stdafx.h file when testing code with the help of PVS-Studio. But if the project's files are organized correctly, PVS-Studio can work with "precompiled headers" very well.