If you are executing the Load-Method for the DomainContext in the UI-Thread, then the callback is also executed in the UI-Thread.
, LoadOperation, Load.
LoadOperation<Stuff> operation = context.Load(context.GetStuffQuery());
operation.Completed += (o, e) {
if (!operation.HasError) {
}
else {
op.MarkErrorAsHandled();
}
};