Dialog windows such as "Appearance" and "Window Manager Tweaks" used to appear on panel's window buttons plugin and xfwm4's tabwin, but this changed recently. Running git bisect, this started after this commit: https://git.xfce.org/xfce/xfwm4/commit/?id=bd6481d170cebb56b33a38806e021a5781d82c6c The windows will appear on tabwin after disabling "Skip windows that have "skip pager"or "skip taskbar" properties set'", but not on panel.
Olivier Fourdan referenced this bugreport in commit 1c2e8f54cd68db0ff870cb60beda26ed93431290 netwm: Do not skip standalone dialogs https://git.xfce.org/xfce/xfwm4/commit?id=1c2e8f54cd68db0ff870cb60beda26ed93431290
The fix works, thanks a lot.