PyFrame / PyThreadState / C-API

Question

I stumbled across code used in a c# program, which uses the python c api to replace the current frame with a "dummy" frame.

            // Create dummy code (needed for the new frame)
            _dummyCode = new PyObject(this, Py.PyCode_NewEmpty("", "", 1), true);
            // Create a new frame
            _frame = new PyObject(this,
                Py.PyFrame_New(Py.GetThreadState(), _dummyCode, Import("__main__").Attribute("__dict__"), Import("__main__").Attribute("__dict__")), true);
            // Exchange frames
            _oldFrame = new PyObject(this, Py.ExchangePyFrame(_frame), false);

        internal static IntPtr ExchangePyFrame(IntPtr frame)
        {
            var tstate = Marshal.ReadIntPtr(GetThreadState());
            var prevFrame = Marshal.ReadIntPtr(tstate.Add(16));
            Marshal.WriteIntPtr(tstate.Add(16), frame);
            return prevFrame;
        }

While I understand how the code is working, I do not see the reason why it is being used and the implications the exchange of a frame brings with it. Maybe someone could give me some insight or a hint into the right direction! Thank you.