What causes this compiler discrepancy whilst using function-like macros containing colons?

The A() macro will only expand on MSVC, but not GCC/Clang unless A() is placed with a prefix e.g. Test A().

By running the following snippet under the -E (/E) flag (godbolt.org):

#define A() HelloWorld::
#define B() ::

A()
B()

We see MSVC gives the following output:

HelloWorld::
::

And GCC/Clang gives a different output:

::

But then running this snippet:

#define A() HelloWorld::

A()
Test A()

Gives us the following on all 3 compilers:

HelloWorld::
Test HelloWorld::

Why is the GCC/Clang output missing the first line? Why does it expand all occurrences correctly when Test A() is written? Is this well defined within the standard, or is this compiler-specific?