Unit test using PrincipalContext causes AppDomainUnloadedException in test outpu

Hi, while running our tests on our TFS build server we always have a warning in the "Other Errors and Warnings":

System.AppDomainUnloadedException: Attempted to access an unloaded AppDomain. This can happen if the test(s) started a thread but did not stop it. Make sure that all the threads started by the test(s) are stopped before completion.

I narrowed it down to some tests of a class using PrincipalContext. Then I was able to reproduce the problem with this minimal test:

<TestMethod()>
Public Sub PrincipalContext_DomainOnly_AppDomainUnloadedException()
     Using ctx = New PrincipalContext(ContextType.Domain)
     End Using
End Sub

When run through the built-in VS test runner, I get in the Output / Tests window:

------ Run test started ------
System.AppDomainUnloadedException: Attempted to access an unloaded appdomain. This can happen if the test(s) started a thread but did not stop it. Make sure that all the threads started by the test(s) are stopped before completion.

Any idea how to solve this? Thanks!