I can tab out of the Blazor modal SfDialog component (IsModal="true") to the parent application under the overlay. From there I can press Enter to activate UI elements which should not be active. For example, I can navigate to another page from the NavMenu (using the default Visual Studio Blazor application template), or activate an SfButton.
Using the mouse, I am not able to activate UI elements in the parent application, which is expected.
This occurs in a Blazor WebAssembly application. I am running the application in Visual Studio with IIS Express. I can replicate in Google Chrome and Microsoft Edge.