Creating an instance of Windows.UI.Composition.Compositor in WPF throws 0x80070005 Access is denied

I am trying to use Windows.UI.Composition API out of a WPF project. This seems to be working in

https://github.com/microsoft/Windows.UI.Composition-Win32-Samples/tree/master/dotnet/WPF/ScreenCapture

However using it in a fresh project throws exception:

System.UnauthorizedAccessException
  HResult=0x80070005
  Message=Access is denied.

Access is denied.

  Source=Windows.UI
  StackTrace:
   at Windows.UI.Composition.Compositor..ctor()
   at CaptureMonkey.MainWindow.MainWindow_Loaded(Object sender, RoutedEventArgs e) in C:\Users\max\source\repos\CaptureMonkey\CaptureMonkey\MainWindow.xaml.cs:line 79
   at System.Windows.RoutedEventHandlerInfo.InvokeHandler(Object target, RoutedEventArgs routedEventArgs)
   at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
   at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
   at System.Windows.UIElement.RaiseEvent(RoutedEventArgs e)
   at System.Windows.BroadcastEventHelper.BroadcastEvent(DependencyObject root, RoutedEvent routedEvent)
   at System.Windows.BroadcastEventHelper.BroadcastLoadedEvent(Object root)
   at MS.Internal.LoadedOrUnloadedOperation.DoWork()
   at System.Windows.Media.MediaContext.FireLoadedPendingCallbacks()
   at System.Windows.Media.MediaContext.FireInvokeOnRenderCallbacks()
   at System.Windows.Media.MediaContext.RenderMessageHandlerCore(Object resizedCompositionTarget)
   at System.Windows.Media.MediaContext.RenderMessageHandler(Object resizedCompositionTarget)
   at System.Windows.Media.MediaContext.Resize(ICompositionTarget resizedCompositionTarget)
   at System.Windows.Interop.HwndTarget.OnResize()
   at System.Windows.Interop.HwndTarget.HandleMessage(WindowMessage msg, IntPtr wparam, IntPtr lparam)
   at System.Windows.Interop.HwndSource.HwndTargetFilterMessage(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
   at MS.Win32.HwndWrapper.WndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
   at MS.Win32.HwndSubclass.DispatcherCallbackOperation(Object o)
   at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)
   at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)
   at System.Windows.Threading.Dispatcher.LegacyInvokeImpl(DispatcherPriority priority, TimeSpan timeout, Delegate method, Object args, Int32 numArgs)
   at MS.Win32.HwndSubclass.SubclassWndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam)

which is triggered by:

compositor = new Compositor();

compositor being:

private Windows.UI.Composition.Compositor compositor;

What could be causing this?

In UWP app I was able to work with this API by assigning a correct privilege, but there appears to be no settings for this in the example project.

App bootstrapping was incomplete. Dispatcher needs to be set up as per:

https://github.com/microsoft/Windows.UI.Composition-Win32-Samples/blob/master/dotnet/WPF/ScreenCapture/ScreenCapture/App.xaml.cs