Hi Stephen,
Thanks for your interest in Syncfusion Products.
I have created the following sample to reproduce this behavior(dropdown closes on clicking OK button of validation messagebox). But it works fine in our side. The dropdown remains open, after the validation messagebox has been closed. Please refer to it.
http://files.syncfusion.com/support/samples/Grid.Windows/7.3.0.20/F88541.zipIf you still sees the issue, please try to reproduce the reported behavior in the attached sample and provide us. So that, we can see the issue and work to provide a solution for it.
Regards,
Rajadurai