(On Windows 7, 64bit)
If I have a Command Palette Panel / window open, and switch to the window of another application, either by Alt+Tab or by clicking, the command palette closes. This is very irritating, especially for plugins that add new, Command Palette-like panels with new information.
Also, the Go To Anything Panel behaves differently; it never closes, even if you click in the Sublime Text editor pane.
Panels should always stay open if you switch to another application, but close when they lose focus but you stay inside of Sublime Text.
Customer support service by UserEcho