0
Yes, your assumption that there is no message loop is incorrect. Is my assumption valid that you did not look at the Application.Run Method (Form) documentation? It says right at the top "Begins running a standard application message loop on the current thread". Note also that by definition of what a dialog is, there is a message loop for the dialog; that is how dialogs work.
Now since you assumed that there is not a message loop, you did not say anything about the real problem. If you need help with the real problem, then you need to be more specific about that.