When dealing with widget overlay scenarios, I assure you that there are as many different opinions and preferences, as a number of cases, so we can't meet all conflicting requirements out-of-the-box.
For example, one may claim that a draggable popup Window, which is opened after the Menu is created, should be on top of the Menu.
The Menu groups (dropdowns) are descendants of the respective root items. If you get familiar with the provided tutorial, you will understand why it is not possible to make the Menu dropdowns appear over the Window, while at the same time make the Window appear over the root Menu items.
My recommendation is to leave the behavior as it is by default, i.e. allow the Window to be on top of the Menu. You can enable the Window's modality in order to prevent user confusion.
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