If you have multiple RadWindows opened only one has an active state (brigter colors for one). Closing it should activate the next one, so it is visually distinguishable, like MS Windows does. This should be the dialog that was either last opened, or was the last one active.
With Lightweight RenderMode this does not happen and the other dialog remains in its inactive state.

You can use the OnClientClose event to invoke the logic that activates the previous one:
			<telerik:RadWindow ID="MainWindow" runat="server" Modal="true" VisibleOnPageLoad="true" OnClientClose="activatePreviousWindow" RenderMode="Lightweight">
				<ContentTemplate>
					<telerik:RadButton ID="radbtnOpenWin" runat="server" Text="Open Window" AutoPostBack="false"
									   OnClientClicked="OpenWindow">
					</telerik:RadButton>
				</ContentTemplate>
			</telerik:RadWindow>
			<telerik:RadWindow ID="ChildWindow" runat="server" Modal="true" OnClientClose="activatePreviousWindow" RenderMode="Lightweight">
				<ContentTemplate>
					Child Window
				</ContentTemplate>
			</telerik:RadWindow>
			<script type="text/javascript">
				function activatePreviousWindow(sender, args) {
					setTimeout(function () {
						sender._getWindowController().notifyWindowClosed(sender);
					});
				}
				
				function OpenWindow(sender, args) {
					var window = $find("<%=ChildWindow.ClientID%>");
					window.show();
				}
			</script>