How to reproduce it:
1. Open attached project '1285035.zip'
2. Load 'Scene' scene from 'Assets' folder
3. Click on 'GameObject' GameObject in the Hierarchy view
4. Click on the Color field in the 'Script' component in Inspector view
5. Once again click on the Color field in the 'Script' component
6. Notice that the Color window remains open
7. Close the Color window
8. Click on the Gradient field
9. Again click on the Gradient field in the 'Script' component

Expected result: The Gradient window behaves like the Color window due to similar functionality. The Gradient window opens and remains open
Actual result: The Gradient window behaves differently from the Color window. The Gradient window closes on the 2nd click on the Gradient field

Reproducible with: 2020.1.0a22, 2020.1.15f1, 2020.2.0b13, 2021.1.0a7
Not reproducible with: 2018.4.30f1, 2019.4.15f1, 2020.1.0a21

Notes:
- Reproducible on Windows and Mac