I can not simple reproduce this feature :) in small project. May be you can do it.
If you can reproduced , delete my video, change topic sibject and public topic.
Form is called by ShowModal, have page TcxPageControls, on one of TcxTabSheet i placed TdxSpreadSheet.
Form have parents from sources in attach - may be it help to understand why popup function list is not closed.
I can reproduce in simple sample - see attach - forms is not Free and SpreadSheet is not free too.
[Attachment removed by DevExpress]