Hi icesand,
I have managed to build your example from console in Windows by modifying the file fuzzylite/CMakeLists.txt line 106 to add_executable(fl-bin Test.cpp) such that building using cmake will produce fuzzylite.exe using the exact code of your engine. As expected, the library worked just fine and did not throw any exception. I am afraid your exception might caused be somewhere else, but it is not in fuzzylite 4.0. Let me know if I can help you further.
Cheers,
Juan