I recently suggested having clicking outside of the StackExchange popup close the window, and it got implmented and works great... most of the time. An unintentional side effect is that now when using middle click to open the topic in a new window, the popup closes.
I'm not able to test this, so is a middle click considered a "lose focus" event? I never did consider it one, but I don't know whats going on.
Tested under Firefox 3.6.10 on Windows XP