I've seen several articles/blog posts that advocate the use of the System.Web.Caching.Cache in applications that are not for the Web, however, the MSDN documentation quite clearly states that
The Cache class is not intended for use outside of ASP.NET applications. It was designed and tested for use in ASP.NET to provide caching for Web applications. In other types of applications, such as console applications or Windows Forms applications, ASP.NET caching might not work correctly.
Is the documentation wrong, or should we really not be using this class? If the latter, what could go wrong? Our platform is Winforms/.NET 3.5.