We finally manage to see what is wrong. Everyone here is using the more traditional focusing behavior, that is to say a window has focus if and only if you click on it. To reproduce your problem, you need to have the window manager behavior which set the focus on the window below you.

Once you have this, the issue is very easy to reproduce. The problem is that the show list dialog will never receive the focus out action because it never gets the focus at the first place.