From MSDN :
Windows Presentation Foundation (WPF) is designed to save developers
from the difficulties of threading. As a result, the majority of WPF
developers won't have to write an interface that uses more than one
thread. Because multithreaded programs are complex and difficult to
debug, they should be avoided when single-threaded solutions exist.
https://msdn.microsoft.com/en-us/library/vstudio/ms741870(v=vs.100).aspx
EDIT:
As an answer to your comment -
"Does your quote explains something ???!!"
I thought it was clear enough:
You -
my question is WHY this UI objects(label, textbox etc.) are so special ? Why we can set some properties or call some methods for usual classes, but cannot do it for UI classes ?
MSDN -
Because multithreaded programs are complex and difficult to debug, they should be avoided when single-threaded solutions exist.
I deleted the second paragraph, I didn't notice I copied it too.