Why does my code complain about marshalled interface in VS2017 but not in VS2013 when intiation COMSecurity

In my current project we have a COMInterface that we intialize in the beginning of the Code. It worked fine in VS2010 and VS2013 and we haven't made any changes. I can compile and run the code from VS2013 but the same code doesn't work in VS2017. I have tried 2 different machines.

The error given is

System.Runtime.InteropServices.COMException

HResult=0x80010119

Message=Security must be initialized before any interfaces are marshalled or unmarshalled. It cannot be changed once initialized. (Exception from HRESULT: 0x80010119)

Source=Cannot evaluate the exception source

StackTrace: Cannot evaluate the exception stack trace

This is the first thing that happens in the application App.xaml.cs

public partial class App : Application
{
    public App()
    {
        InitVS myApp;
        myApp = new InitVS();
    }
//More code
}


public class InitVS
{
    [DllImport("Ole32.dll",
        ExactSpelling = true,
        EntryPoint = "CoInitializeSecurity",
        CallingConvention = CallingConvention.StdCall,
        SetLastError = false,
        PreserveSig = false)]

    private static extern void CoInitializeSecurity(
        IntPtr pVoid,
        int cAuthSvc,
        IntPtr asAuthSvc,
        IntPtr pReserved1,
        uint dwAuthnLevel,
        uint dwImpLevel,
        IntPtr pAuthList,
        uint dwCapabilities,
        IntPtr pReserved3);

    public InitVS()
    {
        //Error happens here
        CoInitializeSecurity(IntPtr.Zero,
            -1,
            IntPtr.Zero,
            IntPtr.Zero,
            (uint)RpcAuthnLevel.PktPrivacy,
            (uint)RpcImpLevel.Impersonate,
            IntPtr.Zero,
            (uint)EoAuthnCap.DynamicCloaking,
            IntPtr.Zero);
    }
}

What makes me most confused is that it works in VS2013 (haven't tried VS2015). We use Visual Studio Professional 2017 and Visual Studio Professional 2013.

I haven't really found any relating information. There is a ton about DLL import ofc but can't find anything that VS2017 does anything strange, or VS2013 for that mather.