Comments by Luiz Monad (Top 1 by date)

That's a good answer. If you are using one thread per root UI component for unrelated windows, then its a good way to lessen the load without threading problems (just like STA thread and normal win32 UI with messagepump for each thread).
There should be no problems if the UI root and all it's children are on the same thread, but you have more UIs with other root on another thread.
I would suspect the style problem comes from the way the Initializer creates the components. I think the style can't be shared between threads.
Perhaps if you use System.Windows.Markup.XamlReader.Load to create the UI from the correct thread, it would not share the style and cause problems.