Silverlight Without XAML - Images Will Not Render

Question

I have a Silverlight application in which I'm not using XAML. I have a basic application with the following code in Application_Startup:

private void Application_Startup(object sender, StartupEventArgs e)
{
     Grid g = new Grid();
     g.Children.Add(new Image { Source = new System.Windows.Media.Imaging.BitmapImage(new Uri("http://sstatic.net/so/img/sprites.png", UriKind.Absolute)) });
     this.RootVisual = g;
}

This code will not render the specified image. If however, the App.Xaml file is modified to define the RootVisual in the Xaml the following works:

xaml:

<Application.RootVisual>
    <Grid>
    </Grid>
</Application.RootVisual>

code:

private void Application_Startup(object sender, StartupEventArgs e)
{
     ((Grid)this.RootVisual).Children.Add(new Image { Source = new System.Windows.Media.Imaging.BitmapImage(new Uri("http://sstatic.net/so/img/sprites.png", UriKind.Absolute)) });
}

I don't see why one would work and the other not. I have the same behavior using a UserControl as well (using Content instead of Childern of course).

From what I understand, there should be not XAML requirement. Is there something I'm missing?