Without guaranteed “placement new” that can mean that your 2MB object gets constructed on the stack and copied to the heap. And while Linux defaults to a 4MB stack, Windows defaults to 1MB and will crash your program. Or it might work if the compiler optimizes in your favor.
It's not something you encounter frequently, it can be worked around, and Rust will eventually solve it ergonomically without introducing constructor hell (probably with just a keyword). But finding the best language-level solution isn't straightforward (efforts to fix this for rust are ongoing for 9 years)