After adding a splashscreen Application.Current.Activated event is no longer fired

* .NET Core Version: 5.0.4
* Windows version: Win10
* Does the bug reproduce also in WPF for .NET Framework 4.8?: Yes

**Problem description:**
After [adding a splashscreen](https://docs.microsoft.com/en-us/dotnet/desktop/wpf/app-development/how-to-add-a-splash-screen-to-a-wpf-application?view=netframeworkdesktop-4.8), the [Application.Current.Activated](https://docs.microsoft.com/en-us/dotnet/api/system.windows.application.activated?view=netframework-4.7.2) event is no longer fired

**Actual behavior:**
Activated event does not fire

**Expected behavior:**
Activated event fires, like it does without splashscreen

**Minimal repro:**
1. Create a blank WPF project, open App.xaml.cs and copy this into it
```C#
public partial class App : Application
{
public App()
{
Current.Activated += Current_Activated;
}

private void Current_Activated(object sender, EventArgs e)
{
MessageBox.Show("Hi");
}
}
```
2. Run the project and you see the message box appears
3. Add a splash screen: https://docs.microsoft.com/en-us/dotnet/desktop/wpf/app-development/how-to-add-a-splash-screen-to-a-wpf-application?view=netframeworkdesktop-4.8
4. Re-run the project, the splash screen no longer appears