Let's say you have 2 fxml files test1.fxml and test2.fxml.
Start a windows explorer, then double click on test1.fxml : SB is started and the window appears on top of other windows, in particular on top of the explorer.

Now that an SB instance is running, if you want to open another fxml file by double click on it within the explorer, the window appears under the explorer one.

It seems that any other SB window will appear at the same "level" the first SB opened window is.