RegNotifyChangeKeyValue is not working in WinUI3 app

Describe the bug

Following microsoft/WindowsAppSDK#4006, I tried to monitor HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Themes\Personalize registry for light/dark theme listener, but RegNotifyChangeKeyValue does not seem to work in a packaged winui3 app.

The same code works in a console application project

Steps to reproduce the bug

1. Create a C++ winui3 app (packaged)
2. Use the following code, in MainWindow constructor

std::thread{
                [] {
                    auto handle = CreateEvent(NULL, true, false, nullptr);
                    HKEY key{};
                    RegOpenKeyEx(HKEY_CURRENT_USER, LR"(Software\Microsoft\Windows\CurrentVersion\Themes\Personalize)", 0, KEY_READ, &key);
                    while (true)
                    {
                        auto hr = RegNotifyChangeKeyValue(
                            key,
                            true,
                            REG_NOTIFY_CHANGE_NAME |
                            REG_NOTIFY_CHANGE_ATTRIBUTES |
                            REG_NOTIFY_CHANGE_LAST_SET |
                            REG_NOTIFY_CHANGE_SECURITY,
                            handle,
                            true
                        );
                        if (WaitForSingleObject(handle, INFINITE) != WAIT_FAILED)
                        {
                            MessageBox(NULL, L"changed", L"", 0);
                            OutputDebugString(L"Triggered\n");
                        }
                    }

                    //while (true)
                    //{
                    //    DWORD value{};
                    //    DWORD bytes = sizeof(value);
                    //    auto hr = RegGetValue(key, nullptr, LR"(AppsUseLightTheme)", RRF_RT_DWORD, nullptr, &value, &bytes);
                    //    OutputDebugString(std::format(L"hr: {}, value: {}, cb: {}\n", hr, value, bytes).data());
                    //    std::this_thread::sleep_for(std::chrono::seconds{ 1 });
                    //}
                }
            }.detach();

3. Build and run the app, put a breakpoint on the OutputDebugString line. Toggle light/dark mode in system settings, the breakpoint is not hit.
4. Use the same code in a console application project, it will break.

Bonus: If you use the commented code to monitor the value, it will reads the correct changes of the value, suggesting there is something wrong internally.

Expected behavior

No response

Screenshots

No response

NuGet package version

Windows App SDK 1.4.3: 1.4.231115000

Packaging type

Packaged (MSIX)

Windows version

Windows 10 version 1809 (17763, October 2018 Update)

IDE

Visual Studio 2022

Additional context

No response

Reproduce the code from the MainWindow constructor in a packaged WinUI3 C++ app, monitoring the specified Personalize registry key, and compare it with the console application behavior. Start by tracing RegNotifyChangeKeyValue and the event wait, then verify the polling comparison shown in the issue. Done means identifying the packaged-app cause and providing a confirmed fix or documented limitation.