If a window is set "stays on top" with the command in Xfce4 window manager and
if I open a non-modal dialog from that window, closing that dialog does not
focus the original window (i. e. the "stays on top" window that was focused
before) but another window.

Example with qalculate (don't know if you have installed that program, but, it's
a very nice tool, I can really recommend it, something between a calculator and
Computer Algebra tools):

 - Open qualculate
 - Stays on top
 - (qualculate has till the focus)
 - Ctrl-B
 - Close the dialog
 - Now the focus is at Mozilla or something