WM_COMMAND not received in subclassed WinAPI button

Question

I have a basic wrapper class for my buttons created in C++ with WinAPI. I try to handle messages but it looks like not everything reaches my WndProc

class MyButton {
public:
    MyButton(HINSTANCE, HWND);
private:
    HWND _hWnd;
    static LRESULT CALLBACK _WndProc(HWND, UINT, WPARAM, LPARAM, UINT_PTR, DWORD_PTR);
};

MyButton::MyButton(HINSTANCE hInst, HWND hParent)
{
    this->_hWnd = CreateWindow(
        TEXT("BUTTON"),
        TEXT("CLICK ME"),
        WS_TABSTOP | WS_VISIBLE | WS_CHILD | BS_DEFPUSHBUTTON,
        10, 10,
        100, 25,
        hParent,
        NULL,
        hInst,
        this
    );

    SetWindowSubclass(this->_hWnd, this->_WndProc, 1, (DWORD_PTR)this);
}

LRESULT CALLBACK MyButton::_WndProc(HWND hWnd, UINT uMsg, WPARAM wParam, LPARAM lParam, UINT_PTR uIdSub, DWORD_PTR dwRef)
{
    // MessageBox(NULL, L"TEST1", L"TEST1", MB_OK | MB_ICONINFORMATION);

    MyButton *pThis = (MyButton*)dwRef;

    switch (uMsg)
    {
    case WM_COMMAND:
        MessageBox(NULL, L"TEST2", L"TEST2", MB_OK | MB_ICONINFORMATION);
        break;
    }

    return DefSubclassProc(hWnd, uMsg, wParam, lParam);
}

The function is called ("TEST1" is shown) but when I click the button, I don't see "TEST2". I also tried with WM_CREATE and it doesn't work either. I don't know what messages are passed to _WndProc