You have given very little information on the overall program flow, but there's a part of the documentation that might be relevant to your case:
A prerequisite for the execution of a registered callback routine is
that the calling program still exists in its internal session when
the remote function is terminated. It is then executed here at the
next change of the work process in a roll-in. If the program was
terminated or is located on the stack as part of a call sequence, the
callback routine is not executed.
[...]
The time when the callback routines are executed can be programmed
explicitly or be reached implicitly:
The statement WAIT FOR ASYNCHRONOUS TASKS is used for explicit programming. As specified by a condition, this statement changes the
work process and hence executes the callback routines registered up to
this time. It waits for as many registered routines to end until the
condition is met (the maximum wait time can be restricted). Explicit
programming is recommended whenever the results of the remote function
are required in the current program.
If the results of the remote function are not required in the current program, the time at which the callback routines are executed
can also be determined by an implicit change of the work process (for
example, at the end of a dialog step). This can be a good idea, for
example, in GUI scenarios in which uses of WAIT are not wanted. In
this case, it must be ensured that the work process changes before the
program is ended. There is also a risk that, if the work process is
changed implicitly, not all callback routines are registered in time.
It is likely that the program issuing the call and registering the callback routine is either terminated or does not issue a WAIT FOR ASYNCHRONOUS TASKS
so that the callback is only executed on the next roll-in.
Re-reading your question, you apparently assume that the callback routine will be executed in parallel to the program that has registered it. That is not the case, ABAP is not multi-threaded.