Here what i found about that:
Messages sent to a UI thread through PostThreadMessage are lost if the messages are posted while the user is manipulating a window owned by the thread. Messages might be lost if they are sent while the user moves or resizes the window or if the window is a modal dialog box.
When an UI thread is involved in modal behavior, the thread pumps messages in a message loop internal to the modal system rather than in the thread's main message loop. Messages that are posted to a window can still be dispatched to the window procedure of the target window, because the messages are associated with a window. However, thread messages need to be handled directly by the message loop, because they cannot be automatically dispatched elsewhere. Since the secondary message loop does not know about the thread message, it will be dropped.
So there are main thread message loop and secondary internal message loop. When resize happens messages are sent to internal loop and not processed in thread's main loop.
Am i correct?