In the Post-process Volume gameobject when A property is tried to override by selecting "Add Override" button in the inspector tab, a volume override window appears which doesn't disppear on clicking anywhere else in the editor

Steps to repro:
1. Create a new URP project.
2. Hierarchy > Post-process Volume > Inspector > Property(script) > Add Override.
3. Click anywhere in the editor to close Volume Override window

Actual Result:
Volume Override window doesn't disappear when clicked on the other windows in the editor.

Expected Result:
Volume Override window disappears on clicking anywhere in the editor

Occurring in:
2020.2.0a9, 2020.1.0b8, 2020.1.0a22 with Package Version 9.0.0, 8.1.0, 8.0.1, 7.1.8, 7.1.7, 7.3.1, 7.2.1, 7.2.0.

Working fine in:
2020.1.0a21, 2019.3.10f1

Workaround:
Selecting "Add override" button again closes the opened Volume Override window

Environment:
macOS 10.15 only

Also reproduces on Ubuntu 18.04 with 2020.2.0b1