To be honest I have never noticed this. Maybe it is because I always use the mouse scroll wheel instead of the actual scroll bars.
Even if I try to go to the scroll bar, I naturally move down and to the left a little, just enough to keep the dialog open. Maybe it is just something I got used to, but personally the current design doesn't hurt me.
The problem is, changing this behavior will probably break more than it fixes, and that is my real concern. If it stays open until you manually close it, you will not be able to 'click and peek', which is how I tend to use it now.