Exception message doesn't propagate from an out-of-process WinRT server

[hez2010]

Describe the bug
When calling to an out-of-process WinRT server, any exceptions from the server will become a COMException without any exception message on the client.

To Reproduce

1. Clone https://github.com/hez2010/WinRTServer
2. Checkout the branch eh-repro: https://github.com/hez2010/WinRTServer/tree/eh-repro
3. Build and run

Expected behavior
The exception should contain the exception message from the server ("Exception from server").

Actual behavior
No helpful exception messages.

System.Runtime.InteropServices.COMException (0x80131500)
   at WinRT.ExceptionHelpers.<ThrowExceptionForHR>g__Throw|39_0(Int32 hr)
   at WinRT.ExceptionHelpers.ThrowExceptionForHR(Int32 hr)
   at ABI.WinRTServer.ITestClassClassMethods.Test(IObjectReference _obj)
   at WinRTServer.TestClass.Test()
   at Program.<Main>$(String[] args)

Version Info
CsWinRT 2.0.7

Additional context