.NET Matlab Compiler, Assertion failed: Expected MCallback get hook to be set

I have .NET assembly built with Matlab Compiler (2020a). It works fine inside the C# code but fails with the error when the console application is closing:

Assertion failed: Expected MCallback get hook to be set
Function: void __cdecl ui::Root::unRegisterCallbackObjectFcns(void), file b:\matlab\src\hg\hg\gbtobjects\root\gbtrootimpl.cpp, line 528

Register State (captured):
  RAX = 00007ffa5e8a19a8  RBX = 00007ffa5e8a19a8
  RCX = 00000026c5f75d70  RDX = 0000000000000000
  RSP = 00000026c5f75cf0  RBP = 0000000000000210
  RSI = 00007ffa0a5f4278  RDI = 00007ffa0a5f45a0

   R8 = 00000205267b8180   R9 = 00007ffaa928ea40
  R10 = 000000000000001d  R11 = 0000020526346740
  R12 = 00000026c5f769a0  R13 = 0000000000000000
  R14 = 00000026c5f763b0  R15 = 00007ffa5e8918e8

  RIP = 00007ffa5e64476a  EFL = 00000206

   CS = 0033   FS = 0053   GS = 002b

Stack Trace (captured):
[  0] 0x00007ffa5e63c9c3 D:\Program Files\MATLAB\R2020a\bin\win64\libmwfl.dll+00051651 foundation::core::diag::thread_context::unspecified_bool+00000051
[  1] 0x00007ffa5e6398a8 D:\Program Files\MATLAB\R2020a\bin\win64\libmwfl.dll+00039080 foundation::core::diag::stacktrace_base::capture+00000024
[  2] 0x00007ffa5e64009b D:\Program Files\MATLAB\R2020a\bin\win64\libmwfl.dll+00065691 foundation::core::diag::symbols::getSymbolAddress+00012859
[  3] 0x00007ffa5e63f3f9 D:\Program Files\MATLAB\R2020a\bin\win64\libmwfl.dll+00062457 foundation::core::diag::symbols::getSymbolAddress+00009625
[  4] 0x00007ffa5e6440af D:\Program Files\MATLAB\R2020a\bin\win64\libmwfl.dll+00082095 foundation::core::diag::terminate+00000063
[  5] 0x00007ffa09fc2fe9    D:\Program Files\MATLAB\R2020a\bin\win64\hg.dll+00995305 gbtutils::MixedModeFigure::operator=+00462329
[  6] 0x00007ffa09fb3bc4    D:\Program Files\MATLAB\R2020a\bin\win64\hg.dll+00932804 gbtutils::MixedModeFigure::operator=+00399828
[  7] 0x00007ffa0a18c42e    D:\Program Files\MATLAB\R2020a\bin\win64\hg.dll+02868270 hgutil::makeEmptyAppData+00001598
[  8] 0x00007ffa0a189de3    D:\Program Files\MATLAB\R2020a\bin\win64\hg.dll+02858467 hg2Send+00003811
[  9] 0x00007ffa0a19afef    D:\Program Files\MATLAB\R2020a\bin\win64\hg.dll+02928623 MLTerminate_hg+00000047
[ 10] 0x00007ffa5b003f5e                     bin\win64\pgo\m_dispatcher.dll+00016222 Mlm_MATLAB_fn_impl::is_loaded+00000094
[ 11] 0x00007ffa5b003ee2                     bin\win64\pgo\m_dispatcher.dll+00016098 Mdispatcher::cleanupAllFcns+00000154
[ 12] 0x00007ffa15674bcc                            bin\win64\pgo\m_lxe.dll+01592268 MathWorks::lxe::ShutdownLxeEngine+00000096
[ 13] 0x00007ffa5b181e36   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+00335414 mcrOptions::set_use_license_manager+00300790
[ 14] 0x00007ffa5b23ee5e   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+01109598 usedBatchStartupOptionBuiltin+00019934
[ 15] 0x00007ffa5b23df56   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+01105750 usedBatchStartupOptionBuiltin+00016086
[ 16] 0x00007ffa5b251e2d   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+01187373 mcr::mvm::detail::activateMcr+00005309
[ 17] 0x00007ffa5b25395e   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+01194334 mcr::mvm::detail::activateMcr+00012270
[ 18] 0x00007ffa5b1877fa   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+00358394 mcrInstantiationError::operator=+00010858
[ 19] 0x00007ffa5b262765   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+01255269 mcr::mvm::detail::activateMcr+00073205
[ 20] 0x00007ffaa928c0b0 D:\Program Files\MATLAB\R2020a\bin\win64\VCRUNTIME140.dll+00049328 _C_specific_handler+00000576[ 21] 0x00007ffaa9281f11 D:\Program Files\MATLAB\R2020a\bin\win64\VCRUNTIME140.dll+00007953 _TypeMatch+00000833
[ 22] 0x00007ffab8940616                      C:\WINDOWS\SYSTEM32\ntdll.dll+00656918 RtlCaptureContext+00001382
[ 23] 0x00007ffa5b187d06   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+00359686 mcrInstantiationError::operator=+00012150
[ 24] 0x00007ffa5b18830c   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+00361228 mcrInstantiationError::operator=+00013692
[ 25] 0x00007ffa5b185f0c   D:\Program Files\MATLAB\R2020a\bin\win64\mcr.dll+00352012 mcrInstantiationError::operator=+00004476
[ 26] 0x00007ffaa3c4a203 D:\Program Files\MATLAB\R2020a\bin\win64\mwboost_thread-vc141-mt-x64-1_70.dll+00041475 mwboost::thread::swap+00000083
[ 27] 0x00007ffab6580e82                   C:\WINDOWS\System32\ucrtbase.dll+00134786 beginthreadex+00000322
[ 28] 0x00007ffab6de7bd4                   C:\WINDOWS\System32\KERNEL32.DLL+00097236 BaseThreadInitThunk+00000020
[ 29] 0x00007ffab890ce51                      C:\WINDOWS\SYSTEM32\ntdll.dll+00446033 RtlUserThreadStart+00000033

No exception is produced and I'm unsure how to proceed. Any suggestions where to look?