Exactly what "Dialog window"?
Show Custom Dialog?
Or a window opened with the "new window" script step?
I routinely open windows using the new window step and if I make the window a "floating document" window, it will stay "in front" even if that window is from a different file.
Show Custom dialog has a number of limitations such that I often use either a new window or a Popover in place of the custom dialog. In this situation, I'd use New Window.
Sorry I meant a window opened in dialog option, i will see if floating option works for me.