Exception in Stream.Close method causes AppDomain to unload while downloading a Bitmap

Case: While using a custom non-seeking `Stream` as a parameter for `BitmapFrame.Create` and if that stream throws exception in `Stream.Close` function then the thread running async read-callback function causes the AppDomain to unload.

Such that, even if we register to `AppDomain.CurrentDomain.UnhandledException` the event is triggered with `IsTerminating` set to `true`. We can do nothing but log.

I have attached a sample project [CsBitmapDownloadBug.zip](https://github.com/dotnet/wpf/files/4561759/CsBitmapDownloadBug.zip) that trigger the exception on the following line:

https://github.com/dotnet/wpf/blob/ac9d1b7a6b0ee7c44fd2875a1174b820b3940619/src/Microsoft.DotNet.Wpf/src/PresentationCore/System/Windows/Media/Imaging/BitmapDownload.cs#L310

Note-1: Similar error could still happen for any code outside try/catch block in the read-callback function such as output-stream operations.
Note-2: in .NET Framework I did hit a similar issue with WCF streams, where when the server is faulted during download, my client app disappeared.