Is prevTask.Wait() recommended to be used with ContinueWith (from the Tasks library)?

Question

So I was told recently that how I was using my .ContinueWith for Tasks was not the proper way to use them. I have yet to find evidence of this on the internet so I will ask

Answer 1

Who told you that?

Quoting MSDN:

Creates a continuation that executes asynchronously when the target Task completes.

Also, what would be the purpose of Continue With if it wasn't waiting for the previous task to be completed?

You can even test it by yourself:

Task.Factory.StartNew(() =>
    {
        Console.WriteLine("Step 1");
        Thread.Sleep(2000);
    })
    .ContinueWith((prevTask) =>
    {
        Console.WriteLine("I waited step 1 to be completed!");
    })
    .ContinueWith((prevTask) =>
    {
        Console.WriteLine("Step 3");
    });