ContinueWith a cancelled Task

I have defined the following Task

var t = Task.Factory.StartNew(
    () => LongRunningMethod( cancellationToken ),
    cancellationToken
);

t.ContinueWith(
    Callback,
    cancellationToken,
    TaskContinuationOptions.None,
    TaskScheduler.FromCurrentSynchronizationContext()
);

Inside the LongRunningMethod, I check if the cancellation token has a cancellation requested, and if so, I return from the method. That much works fine.

However, the Callback does not get called in this scenario. The callback does get called if I replace the second line above with

t.ContinueWith(
    x => Callback( x, cancellationToken ),
    TaskScheduler.FromCurrentSynchronizationContext()
);

In this situation, the task still thinks it ran to completion.

Why doesn't the first call work? I was under the impression that TaskContinuationOptions.None means that the callback will get called regardless of the state of the thread.

I am cancelling the Task by calling:

_cancellationTokenSource.Cancel();

On a somewhat related note, having to pass around cancellation tokens seems like a major design flaw of the Task library.