Thanks for the further details. What I can suggest you in order to achieve the desired scenario would be to attach MouseButtonDown class handler to all of the ListBoxItems. This way you will be able to "preview" the SelectionChanged, display the confirmation dialog and if you doesn't want to change the SelectedItem you can simply handle the MouseButtonDown event and this will prevent the selection. Please check the following code snippet:
sender, MouseButtonEventArgs e)
var listBoxItem = sender
// open the dialog here and cancel the selection if needed
Hope this will help you achieve the desired.
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