delegate passed as parameter doesn't get called

I wrote a small method to take a delegate as parameter and call BeginInvoke if InvokeRequired is true but that function doesn't get called.

Function:

 void CallInvokeIfRequired(Action func)
        {
            if (this.InvokeRequired)
                this.BeginInvoke(func);
            else
                func();
        }

I'm using like this:

            BackgroundWorker bw = new BackgroundWorker();
            loadingOperation loadingForm = new loadingOperation();

            bw.DoWork += delegate
            {
                CallInvokeIfRequired(delegate
                {
                    MessageBox.Show("lol!");
                    Thread.Sleep(1000 * 3);
                    loadingForm.Show();
                    // some stuff herere
                });
            };

            bw.RunWorkerCompleted += delegate
            {
                CallInvokeIfRequired(delegate
                {
                    loadingForm.Close();
                });
            };

            bw.RunWorkerAsync();

What's wrong and how do I fix it?