I currently use xfce4-panel and xfdesktop together with openbox. When I send a window to all desktops (sometimes also called sticky), it disappears from the windowlist.
It does not appear in Icon Box either if I unset the option "Show applications of all Workspaces" (if I set the option, it does).
In Window Selector (Gnome applet, using xfapplet) the sticky window apppears.

I hope this is the right place to submit this bug.