I can't reproduce this problem on my Solaris 10 CDE or JDE. The reproduce AVI video is attached.

The key of this problem is:

After displayed ctrl + tab dialog, if the dialog lost focus (this is the time when I press the close button in Cluster/Features tool), the ctrl + tab dialog will disappear before my pointer button release. But on your desktop system, I guess the focus out actions have not been called on the ctrl + tab dialog.

Maybe this is a problem of Solaris window manager. I'll go on investigation.