To best my knowledge would only return an initialized
WindowsPrinicipal if somewhere program had assigned this previously,
otherwise this would just be a blank GenericPrincipal.

If the quoted line of code is working, it appears to me that some
piece of code had previously 'constructed' an object of
WindowsPrincipal by itself and then assigned it as thread's principal.

To get WindowsPrinicipal of current OS logged-in user you may do
following

WindowsPrincipal p = new
WindowsPrincipal(WindowsIdentity.GetCurrent());

To best my knowledge Thread.CurrentPrincipal would only return an
initialized WindowsPrinicipal if somewhere program had assigned this
previously, otherwise this would just be a blank GenericPrincipal.

If the quoted line of code is working, it appears to me that some
piece of code had previously 'constructed' an object of
WindowsPrincipal by itself and then assigned it as thread's
principal.

To get WindowsPrinicipal of current OS logged-in user you may do
following

WindowsPrincipal p = new
WindowsPrincipal(WindowsIdentity.GetCurrent());