This behavior is the expected one in this case, because the radconfirm
is rendered on the client as several HTML elements and they are a part of the whole HTML document. The buttons inside the confirm dialog are html elements as well and when you click on them the focus is changed - goes on the clicked element. The browser's windows(alert(), confirm(), open() etc.) are not HTML
elements and they are not a part of the page. When you click on a
browser's popup you do not click on the HTML document and the
focus does not change.
In this case you need to manually set the focus on the clicked element and for your convenience I have attached an example to this thread.
I hope this helps.
the Telerik team