You said:

   But on your desktop system, I guess the focus out actions have not 
   been called on the ctrl + tab dialog.

That is correct.  On my Solaris 9 SPARC host under CDE, when I type ctrl+Tab
the dialog appears.  If the mouse pointer is not inside the ctrl+Tab dialog
when it appears, then when I release the Ctrl key the dialog does not disappear.
In contrast, on my Solaris 10 x86 host under JDS, once I release the Ctrl key
Ctrl+Tab dialog disappears whether the mouse is inside that dialog or not.