As explain here: http://blogs.windows.com/windows_phone/b/wpdev/archive/2010/05/03/understanding-microsoft-push-notifications-for-windows-phones.aspx
the problem is due to the fact that it is not possible to implement something like a callback or publish/subscribe model between WP8 App and a Service. This is to avoid energy loss of the phone. So, Microsoft permits notifications from Service using the Microsoft Push Notification Service (MPNS). All is well-explained in the documentation linked above.