Should I never display a form or message box from a stream?

I always showed such things in the main thread and used events to synchronize the end of the window with the stream, to tell him when the windows are closed.

Today during development, I wanted to move the displayed form from the stream to the main user interface, but it was successfully displayed. The only thing I added is that in the main thread I click on messages waiting for events:

procedure WaitWithMessageLoop();
var
vWaitForEventHandles:array[0..1] of THandle;
vWaitForResponse:DWORD;
Msg: TMSG;
begin
vWaitForEventHandles[0] := LServiceMonitor.Handle;
while (1=1) do
begin
  vWaitForResponse := MsgWaitForMultipleObjects(1, vWaitForEventHandles, FALSE, INFINITE, QS_ALLINPUT);
  if (vWaitForResponse = WAIT_OBJECT_0 + 1) then
  begin
    while (PeekMessage(msg,0,0,0,PM_REMOVE)) do
    begin
      TranslateMessage(msg);
      DispatchMessage(msg);
    end;
  end
  else
  if (vWaitForResponse = WAIT_FAILED)
    then RaiseLastOSError
    else break;
end;
end;

So my question. Is such a scenerio acceptable? Or should I move the form to display in the main thread?

thank