This is timing dependent, but it can happen that a modal dialog doesn't receive WINDOW_ACTIVATION & WINDOW_GAINED_FOCUS events when first shown. The following test forces "the right timings" & reproduces the bug:

public class Main {
    public static void main(String[] args) throws InterruptedException {
        EventQueue.invokeLater(() -> runGUI());
    }

    static void runGUI() {
        JFrame f = new JFrame("frame");
        JDialog d = new MyModalDialog(f, "dialog");
        d.addWindowListener(new WindowAdapter() {
            @Override
            public void windowActivated(WindowEvent e) {
                System.out.println(e);
            }
        });
        d.addWindowFocusListener(new WindowAdapter() {
            @Override
            public void windowGainedFocus(WindowEvent e) {
                System.out.println(e);
            }
        });
        f.setVisible(true);
        d.setVisible(true);
    }

    static class MyModalDialog extends JDialog {
        public MyModalDialog(Frame owner, String title) {
            super(owner, title, true);
        }

        @Override
        public boolean getFocusableWindowState() {
            try {
                Thread.sleep(100);
            } catch (InterruptedException ignore) {
            }
            return super.getFocusableWindowState();
        }
    }
}