https://github.com/Microsoft/dotnet-samples/blob/6f2414148e33740c29116138e8bcef28364fafa8/Microsoft.Diagnostics.Tracing/TraceEvent/TraceEvent/10_SimpleEventSourceMonitor.cs#L95

There is a small chance that System.Environment.Exit can be called prior to the event handler being wired up. In this scenario, despite the huge amount of gracious and fantastic warnings about the importance of wiring up this event, the EventTraceSession will hang around after the program has exited. (Thank you to whoever spent the time to write up this fantastic example, by the way - it definitely pointed me in the right direction.)