Set 'pUserDefined' again, add comments

Author: Sergio0694

src/WinRT.Runtime/Interop/IContextCallback.cs

@@ -60,12 +60,10 @@ static int InvokeCallback(ComCallData* comCallData)
                 {
                     return e.HResult;
                 }
-            }
-
-            ComCallData comCallData;
-            comCallData.dwDispid = 0;
-            comCallData.dwReserved = 0;
+            }
 
+            // Store the state object in the thread static to pass to the callback.
+            // We don't need a volatile write here, we have a memory barrier below.
             CallbackData.PerThreadObject = state;
 
             int hresult;
@@ -81,6 +79,11 @@ static int InvokeCallback(ComCallData* comCallData)
                 callbackData.Callback = callback;
                 callbackData.StatePtr = statePtr;
 
+                ComCallData comCallData;
+                comCallData.dwDispid = 0;
+                comCallData.dwReserved = 0;
+                comCallData.pUserDefined = (IntPtr)(void*)&callbackData;
+
                 Guid iid = IID.IID_ICallbackWithNoReentrancyToApplicationSTA;
 
                 // Add a memory barrier to be extra safe that the target thread will be able to see