Create a WinUI3 Xaml window in another thread

App.xaml.cs

using Microsoft.UI.Xaml;

namespace WinUIAppFx
{
    public partial class App : Application
    {
        private Window m_window;

        public App()
        {
            InitializeComponent();
        }

        protected override void OnLaunched(LaunchActivatedEventArgs args)
        {
            if (m_window != null) //  WindowsXamlManager.InitializeForCurrentThread will call this too, show the main only once
                return;

            m_window = new MainWindow();
            m_window.Activate();
        }
    }
}

MainWindow.xaml

<Window
    x:Class="WinUIAppFx.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">
    <Grid>
        <Button Click="Button_Click">click</Button>
    </Grid>
</Window>

MainWindow.Xaml.cs

using System;
using System.Runtime.Versioning;
using System.Threading;
using System.Threading.Tasks;
using Microsoft.UI.Dispatching;
using Microsoft.UI.Xaml;
using Microsoft.UI.Xaml.Hosting;

[assembly: SupportedOSPlatform("windows10.0.17763.0")]

namespace WinUIAppFx
{
    public sealed partial class MainWindow : Window
    {
        private MyOtherWindow _myOtherWindow;

        public MainWindow()
        {
            InitializeComponent();
        }

        private void Button_Click(object sender, RoutedEventArgs e)
        {
            if (_myOtherWindow != null)
                return;

            Title = "On thread " + Environment.CurrentManagedThreadId;
            var thread = new Thread(state =>
            {
                // create a DispatcherQueue on this new thread
                var dq = DispatcherQueueController.CreateOnCurrentThread();

                // initialize xaml in it
                WindowsXamlManager.InitializeForCurrentThread();

                // create a new window
                _myOtherWindow = new MyOtherWindow(); // some other Xaml window you've created
                _myOtherWindow.AppWindow.Show(true);

                // run message pump
                dq.DispatcherQueue.RunEventLoop();
            });
            thread.IsBackground = true; // will be destroyed when main window is closed, behavior can be changed
            thread.Start();

            // send some message to the second window to check it's handled from another thread
            // note: real code should wait for _myOtherWindow to be fully initialized...
            Task.Run(async () =>
            {
                for (var i = 0; i < 10; i++)
                {
                    await Task.Delay(1000);
                    _myOtherWindow.DispatcherQueue.TryEnqueue(() =>
                    {
                        _myOtherWindow.Title = "#" + i + " on thread " + Environment.CurrentManagedThreadId;
                    });
                }
            });
        }
    }
}

Try putting await Task.Delay(1) before _myOtherWindow.Title = "#" + i + " on thread " + Environment.CurrentManagedThreadId;. I believe you'll get a thread exception. You'll start on the second UI thread but after Task.Delay you'll be on a background worker.

Everything was done and works by design, there are multiple non-STA threads indeed and there may be a race condition especially if you remove the 1000 sec wait, this is why there is a "real code should wait for _myOtherWindow to be fully initialized..." comment.

Do you understand what SynchronizationContext is and its role in awaiting something on a UI thread? Trust me, you need my line or something like it, or else any UI code run on the 2nd window that includes async/await will break.

See also:
https://github.com/microsoft/microsoft-ui-xaml-specs/blob/master/winui3/DispatcherQueueUpdates.md

Or don't believe me, I'm fine either way.