C# equivalent to Java’s Thread.setDaemon?

Though you have already answered your own question, I would still like to elaborate more on it.

In C# .NET, unlike in Java

   C# Background threads ~ Java Daemon threads  
   C# Foreground threads ~ Java User threads

By default, threads you create explicitly are foreground threads.

“Background threads are identical to foreground threads, except that background threads do not prevent a process from terminating.”
(reference)

You can make a thread Daemon by

thread.IsBackground = true;