CoMarshalInterThreadInterfaceInStream FinalRelease not called

I've created an object that marshals an interface with
CoMarshalInterThreadInterfaceInStream/CoGetInterfaceAndReleaseStream. The
interface pointer is working as intended but my FinalRelease is not being
called. Here is a sample of what I am doing.

unsigned __stdcall CEngineObj::AnalysisThreadProc( void* args )
{
    CoInitializeEx(NULL, COINIT_MULTITHREADED);
    CEngineObj* engine = static_cast<CEngineObj*>(args);
    DWORD dwResult;
    HRESULT hr = S_OK;

    // unmarshal interface pointer
    IInternalEngineCallback* pCallback;
    hr = CoGetInterfaceAndReleaseStream (*(engine->m_ppStream),
IID_IInternalEngineCallback,
        (void**) &pCallback);
    delete engine->m_ppStream;
    engine->m_ppStream = NULL;

    while(true)
    {
        dwResult = WaitForMultipleObjects( engine->NUM_EVENTS, engine->m_hEvents,
FALSE, INFINITE );
        switch( dwResult )
        {
        case WAIT_OBJECT_0 + EVTEXIT:
            pCallback->Release();
            _endthreadex(0);
            return 0;
        }
    }

    CoUninitialize();
    return 0;
}

HRESULT CEngineObj::FinalConstruct()
{
    HRESULT hr = S_OK;

    // Marshal interface pointer
    m_ppStream = new IStream*;
    hr = ::CoMarshalInterThreadInterfaceInStream(IID_IInternalEngineCallback,
    reinterpret_cast<IInternalEngineCallback*>(this), m_ppStream);
    if (FAILED (hr)) {
        delete m_ppStream;
        m_ppStream = NULL;
        return hr;
    }

    // Create the thread
    unsigned threadID;
    m_hAnalysisThread = (HANDLE)_beginthreadex( NULL, 0, &AnalysisThreadProc,
this, 0, &threadID );
    if( 0 == m_hAnalysisThread )
        return E_FAIL;

    return hr;
}

void CEngineObj::FinalRelease()
{
    if( m_hAnalysisThread && m_hEvents[EVTEXIT] )
    {
        SetEvent(m_hEvents[EVTEXIT]);
        WaitForSingleObject( m_hAnalysisThread, INFINITE );
        CloseHandle(m_hAnalysisThread);
    }
}

Any help would be greatly appreciated.