I had another two reports last night of OnComplete not being called at all in Unity 6 (when Enter Play Mode Settings are set to "Do not reload Domain or Scene"), and some inconsistency with inline events as well, which I haven't been able to reproduce exactly yet.
This code really isn't something that should be different between any Unity version, so I've got to figure out exactly what changed that I need to write some platform-dependant compilation for... I feel like it's got to be either something with a Unity setting, or I'm using some Unity code that changed, so I'll keep digging.