You should be sure to report this to ptc to make sure they address the issue. It seems this must be very irritating to everyone if you are continually having to hit "alt-tab". And surely it needs to be fixed because an unanswered dialog box needs to remain on top until it has been answered.
Maybe a hotkey or a menu button could be created to make it easier than always having to hit "alt-tab".
We had so many layoffs here that everyone here using pro-e got an additional monitor and we can slide things over to an adjacent monitor (fewer window get stacked on top of each other). It may not be an option for you, but once you get used to 2 monitors, I wouldn't want to go back to a single.
regards,
SrG