Issue is because of Tool window being used instead of normal window for these 2 dialogs- "Close All" and "Rename"
Known issue already discussed on- https://stackoverflow.com/questions/3760571/showdialog-makes-app-window-disappear-from-windows-alt-tab-list
Excerpt from https://docs.microsoft.com/en-us/windows/win32/winmsg/extended-window-styles -
WS_EX_TOOLWINDOW 0x00000080L The window is intended to be used as a floating toolbar. A tool window has a title bar that is shorter than a normal title bar, and the window title is drawn using a smaller font. A tool window does not appear in the taskbar or in the dialog that appears when the user presses ALT+TAB. If a tool window has a system menu, its icon is not displayed on the title bar. However, you can display the system menu by right-clicking or by typing ALT+SPACE.
DS_MODALFRAME is added for "Close All" dialog, because after making it normal window, it started showing default empty windows file icon.
Fix#6244, close#6252