As title say, suppose you launch a light building, and then open another program (e.g. Safari) while waiting for the light build to finish. Some dialogs (e.g. autosave, encoding textures) are still drawn on top of Safari, thereby occurring part of its window, while they should be in the backgrounds as UE4. Other windows (e.g. build lighting progress) instead behave correctly and are visibile only when UE is in focus.
I was able to verify what you are reporting here, and have gone ahead and entered a bug report for this issue UE-17712. If you have any questions or need additional assistance please let us know.