Hi Jon,
I was able to reproduce the issue. I have logged a bug report regarding this issue :
Floating window loses focus when we click on the Main menu item and you could track the bug report status through this above link.
Currently we have not workaround for this issue. If any update or workaround will be made by us regarding this issue, we will inform you.
Please let me know if you have any questions.
Thanks for bringing this issue to our attention and thank you for your patience.
Regards,
Vijay