I've found the following excerpt from Adam Nathan's ".NET and COM: The Complete Interoperability Guide":
If the COM object lives in an STA, any calls from MTA threads are marshaled appropriately so the COM object remains in its world of thread affinity. But, in the other direction, no such thread or context switch occurs.
Thus, this is the expected behavior. So far, that's the only (semi-official) source on the subject I could find.