CWorkerThread and IWorkerThreadClient not working in my ATL COM server code

I am using CWorkerThread and IWorkerThreadClient in my ATL code but they
do not seem to be working in conjunction with
MsgWaitForMultipleObjectsEx. My code looks like:

// In the main thread:

HANDLE workerThreadHandle;
workerThread = new CWorkerThread<>;
workerThreadImpl = new ProcessThread;
ProcessingData * data = new ProcessingData;
// Code to initialize processing data ...
workerThread -> Initialize();
workerThread ->
AddTimer(1,workerThreadImpl,reinterpret_cast<DWORD_PTR>(data),&workerThreadHandle);
while (true)
   {

   DWORD
res(::MsgWaitForMultipleObjectsEx(1,&workerThreadHandle,INFINITE,QS_ALLINPUT,0));

   if (res == WAIT_OBJECT_0)
     {

     // Thread has ended (1)

     break;
     }
   else
     {

     MSG msg;

     while (true)
       {
       if (::PeekMessage(&msg,0,0,0,PM_REMOVE))
         {
         ::TranslateMessage(&msg);
         ::DispatchMessage(&msg);
         }
       else
         {
         break;
         }
       }
     }
   }
// Further processing...

In the worker thread:

HRESULT ProcessThread::Execute(DWORD_PTR dwParam,HANDLE hObject)
   {
   CoInitializeEx(0,COINIT_APARTMENTTHREADED);

   ProcessingData * data = reinterpret_cast<ProcessingData *>(dwParam);

   // Lots of processing here ...

   CoUninitialize();
   return S_OK;
   }

In the code above, the 'break' in the main 'while (true)' loop of my
main thread, shown at (1), is occuring before the Execute of my worker
thread is finished.

Am I missing something or is the worker thread not working like it
should in ATL ?