Using Moq callbacks from a helper class for Prism IEventAggregator

Question

I'm trying to build a helper class to help with mocking prisms EventAggregator, mostly because I don't want to have to copy / paste the same large mock setup in multiple places.

What I have at the moment is as follows. (apologies, had to hand copy the code over so there may be a couple mistakes)

public Mock<IEventAggregator> CreateEventAggregator()
{
  return new Mock<IEventAggregator>();
}

public Mock<TEventType> CreateEvent<TEventType, T>(Mock<IEventAggregator> eventAggregator)
  where TEventType : PubSubEvent<T>, nuew()
{
  var mockEvent = new Mock<TEventType>();
  evengAggregator.Setup(e => e.GetEvent<TEventType>()).Returns(mockEvent.Object);

  return mockEvent;
}

public void SetupEventCallback<T, TEventType>(Mock<TEventType> mockEvent)
    where TEventType : PubSubEvent<string>
{
  Action<T> callback = null;
  mockEvent.Setup( p =>
  p.Subscribe( It.IsAny<Action<T>>(),
  It.IsAny<ThreadOption>(),
  It.IsAny<bool>(),
  It.IsAny<Predicate<T>>()))
    .Callback<Action<T>, ThreadOption, bool, Predicate<T>>((e, t, b, a) => callback = e);
  return callback;
}

The problem I'm seeing presents in SetupEventCallback.

If I have this exact code in my test method constructor (with string in place of T), when the callback is used, the test passes. However, when I access it through the helper method, callback remains null.

I've tried hardcoding the helper method to use string instead of T but had the same result.

[TestClass]
public TestClassConstructor
{
  helper = EventAggregatorTesthelper();
  _mockEventAggregator = helper.CreateEventAggregator();
  _mockEvent = helper.CreateEvent<MyPubsubEvent>()

  //Doesn't Work
  callback = helper.CreateEventCallback<string, MyPubsubEvent>(_mockEvent);

  //but the following does work.
      mockEvent.Setup( p =>
      p.Subscribe( It.IsAny<Action<string>>(),
      It.IsAny<ThreadOption>(),
      It.IsAny<bool>(),
      It.IsAny<Predicate<string>>()))
        .Callback<Action<string>, ThreadOption, bool, Predicate<string>>((e, t, b, a) => callback = e);
      return callback;
}

[TestMethod]
public void MyTestMethod()
{
  callback.Invoke("someString");
  Assert.AreEqual("someString", SUT.StringProperty);
}

All I can think is that it's some kind of scoping issue, but not sure how to resolve it.