If you click on the Help button in the preferences panel for the power manager, the window simply disappears, and no help text is displayed. So essentially asking for "Help" is the same as closing the preferences panel.
Fix pushed to master in: http://git.xfce.org/xfce/xfce4-power-manager/commit/?id=5add232a73e348b0aa56aedfb4cb75051e817c84