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You can reproduce by creating a simple EA (generate) from wizard and define that it will listen for trade events, setting the m_on_trade_process to true.
In OnInit() function, after initialize the expert, place the follow line:
ExtExpert.OnTradeProcess(true);
After, place a breakpoint in the line 185 on CExpert.mqh
You can see that the breakpoint is never reach.
You will also see that the CExpert::CheckTradeState(void) is executed, but TradeEventPositionOpened and similar functions are never executed.
I'm missing something?