Sleep (or equivalent) vs waitKey

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I am using c++ in opencv 4.2.0 and would like to start with three threads. two threads to manage one camera each and another to manage commands from the user. I noticed that just removing the WaitKey(10) section that is commonly used in favor of Sleep(10) or chrono sleep for 10 milliseconds prevents the image showing regardless of one camera or two. If I remove the WaitKey(10) from my processVideo() function it always shows a dialog box that is completely grey.

C:\fakepath\processVideo.JPG

I am not sure what is different about the Sleep (or "equivalent") function call as it seems that it should be doing the same thing I am not sure why changing one line would have this result.