In WPF desktop application the message dialogs end synchronously (they hold the code execution), but the methods don't return dialog result. In XBAP the dialog methods end asynchronously and the Closed event must be used and it is not possible to make them end synchronously. This is how the RadWindow work.
Hope this information is helpful.
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items