Console process versus winform

The following console application is working fine - I was surprised that this is not an error.

class DelegateExperiments
{

    //>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
    //open notepad when the console begins
    //create an event that fires and writes "Notepad closed" in the console
    //>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>

    //instance variables of the form
    private const string helloText = "hello world";
    private const string exitText = "you just closed notepad";
    private Process myProcess;
    //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<        


    static void Main(string[] args)
    {

        Console.WriteLine(helloText);

        DelegateExperiments myInstance;
        myInstance = new DelegateExperiments();
        myInstance.Foo();

        Console.Read();
    }

    void Foo()
    {

        myProcess = new Process();
        myProcess.StartInfo.FileName = @"notepad.exe";
        myProcess.Exited += MyProcessExited;
        myProcess.EnableRaisingEvents = true;
        //myProcess.SynchronizingObject = this;
        myProcess.Start();

    }

    private void MyProcessExited(Object source, EventArgs e)
    {
        Console.WriteLine(exitText);
    }


}

If I try to do something similar with winform, I will write the message back to the form label, then it will be more complex and needs a line to work myProcess.SynchronizingObject = this;. Why should they be different?