The 'u' format flag is not recognised. Simple example:
use Drupal\Component\Datetime\DateTimePlus;
$autoloader = require_once 'autoload.php';
$f = 'Y-m-d\TH:i:s.u';
$s = '2015-04-22T00:28:15.473';
$p = DateTimePlus::createFromFormat($f, $s);
var_dump ($p);
This affects for example the migrate module: you cannot easily handle a date like: "2015-04-22T00:28:15.473Z" which I think is commonly generated in the Microsoft world.