The following test case can be used to reproduce the problem:

import java.awt.*;

public class TestGUI1 extends Window {

    public TestGUI1(Frame owner) {
        super(owner);
    }

    public static void main(final String[] args) {
        final Frame frame = new Frame("SetLocJWin Test Frame");
        frame.setSize(500,500);
        final TestGUI1 window = new TestGUI1(frame);
        window.setBackground(Color.RED);
        window.setSize(200, 200);
        window.setLocationRelativeTo(null);
        window.setVisible(true);
    }
}