I don't think Test Studio can handle such an application at this time. It expects there to be a main window for it to attach our recorder to. Without a main window I can see it will hang waiting for that main window to open. In your case it never opens thus it would hang indefinitely.
Can you send us a sample WPF application that behaves this way? I'd like to create a feature request on this and attach your sample WPF application to it for our developers to work with.