Windows 8.1 64bit, Cubase 8.5 64bit.
The Main Cubase window is Maximized.
The Project and MixConsole window are side by side on the same monitor.
I open MIDI or Drum or Audio Editor, then close it, then open again, then close it and now focus switches to MixColnsole window and Project window disappears, so I need to click on the Task bar to get it back.
If the Main window is not maximized then focus just swithes to MixConsole window but Project window stays visible.
If MixConsole window is on my second monitor - everything works fine.
In Cubase 8.0.3 everything works as expected.