Flow Thread.CurrentPrincipal with ExecutionContext (dotnet/corefx#34747)

Flow Thread.CurrentPrincipal with ExecutionContext (dotnet/corefx#34747)

* flow Thread.CurrentPrincipal with ExecutionContext

* fix netfx test

* address PR feedback

* address PR feedback

* try to make test more reliable using StartNew(), removed from NetFramework

* address PR feedback

* nit: extraline

* add null set test

* nit: extraline, again...

* rename test

* apply Stephen fix

* nit: typos

* address PR feedback

* nit: update comment

Commit migrated from https://github.com/dotnet/corefx/commit/bab35ecc6f3f94215705d109d5094c1b3c461992