It's not really a feature request. Both RadWindow and Telerik MVC Window (telerik.window.js) behave properly. Kendo.window.js is missing the same checks and adjustments telerik.window.js (and I assume RadWindow - haven't looked at its source) that adjust the zIndex of the active window (telerik.window.js has a bringToTop() function that gets called at different events to bring the window to top). Currently if you open more than one window, only the last one stays on top covering all other windows (RadWindow and Telerik MVC window will bring the window to top when clicked on, dragged, etc - basically when it gets focus).
I started migrating an app from Telerik MVC Extensions to Kendo and the app relies heavily on using multiple windows and I hit this show stopper bug that makes Kendo currently unusable for me out of the box as I use windows a lot and often we need to be able to open multiple windows. Hope this gets fixes. Look at this Uservoice post and our comments for more info: