I noticed that if you open Custom Colors window and then switch to another application on Windows, you'll see Color Picker Palette window on top of other applications when both application window and Custom colors window are hidden. See the screenshot

Steps to reproduce:
1. Run the app
2. Open Color Palette
3. Click Custom Color... link
4. Switch to another application
RESULT: Color Palette window is still on top of other applications. (screenshot-2)