The UI of a Windows Store app runs in a single-threaded apartment (STA).
A task whose lambda returns either an IAsyncAction or IAsyncOperation is apartment-aware. If the task is created in the STA, then all of its continuations will run also run in it by default, unless you specify otherwise.
In other words, the entire task chain inherits apartment-awareness from the parent task. This behavior helps simplify interactions with UI controls, which can only be accessed from the STA.
The Windows Runtime uses the COM threading model. In this model, objects are hosted in different apartments, depending on how they handle their synchronization. Thread-safe objects are hosted in the multi-threaded apartment (MTA). Objects that must be accessed by a single thread are hosted in a single-threaded apartment (STA).
In an app that has a UI, the ASTA (Application STA) thread is responsible for pumping window messages and is the only thread in the process that can update the STA-hosted UI controls. This has two consequences. First, to enable the app to remain responsive, all CPU-intensive and I/O operations should not be run on the ASTA thread. Second, results that come from background threads must be marshaled back to the ASTA to update the UI. In a C++ Windows Store app, MainPage and other XAML pages all run on the ATSA. Therefore, task continuations that are declared on the ASTA are run there by default so you can update controls directly in the continuation body. However, if you nest a task in another task, any continuations on that nested task run in the MTA. Therefore, you need to consider whether to explicitly specify on what context these continuations run.
A task that's created from an asynchronous operation, such as IAsyncOperation<TResult>, uses special semantics that can help you ignore the threading details. Although an operation might run on a background thread (or it may not be backed by a thread at all), its continuations are by default guaranteed to run on the apartment that started the continuation operations (in other words, from the apartment that called task::then).