How to reproduce:
1. Open new Unity project
2. Click Edit -> Preferences (Same thing happens with Modules, Snap Settings and other functions that call new dialog windows).
3. Open another application(e.g Notepad or just another folder)
4. Click on the other application and notice that the Preference window disappears.
5. Click back on Unity and notice that the Preference window reappears.

Expected result: Preference window shouldn't disappear
Actual result: Preference window disappears and appears again when focusing Unity.

Reproducible with: 5.5.0a6, 5.6.0f1, 2017.1.0a2, 2017.2.0b11, 2017.3.0a7, 2017.3.0b2