Expecting the popup to be kept open, its zorder is still on top of the grid it is linked on, but not on top of other applications whose zorder is closer to the user than the application window containing the grid.
With Q1 22016 we introduced a property that handles this scenario: http://docs.telerik.com/devtools/wpf/controls/radgridview/filtering/how-to/howto-close-filtering-popup-on-pressing-the-filter-button