Session run via the SDK can't be seen in the Codex CLI/App

[rwjdk]

When running

using CodexClient codexClient = new();

using CodexThread thread = codexClient.StartThread(new ThreadOptions()
{
    Model = CodexModels.Gpt54,
    ModelReasoningEffort = ModelReasoningEffort.Medium,
    WorkingDirectory = "C:\\git\\CodexSandbox",
    SkipGitRepoCheck = true,
    Ephemeral = false,
});
RunResult result = await thread.RunAsync("Give me a random number");
string? threadId = thread.Id; //Have a value

The result is correct, but the thread/session does not seem to be available in CLI/App after the run (despite setting Ephemeral = false)

Am I missing something?

[rwjdk]

.. note: I can resume a thread fine, ask a follow-up question and see that follow-up question fine in CLI/App