This is a part of a rather strange windows management which belongs to Cubase culture since its beginning : I remember that Cubase on Atari ST (yes, circa 1985… ) had a specific windows layout called M-ROS, if I remember well. Since, Cubase has never really worked like any other regular applications, at least, on Windows (I don’t know if OSX users are experiencing the same pitfalls).
More concretely, the Cubase ‘vanishing’ behavior happens with only specific window. In my case, mostly, it’s the Audio system and the Generic remote panes of the Studio setup… window that are involved, as well as the Profile manager one. I cannot confirm that it is happening when adding an instrument track, though there is a kind of delay more or less important and depending of the VSTi used before Cubase is in focus again.
FWIW and it’s by no mean an extensive test, but it seems that the new modal windows with OK, Cancel and Close rounded corners buttons are prone to make Cubase vanish, but only when some changes have been done, this, no matter the way used to close them (even the X upper right icon makes Cubase disappear).
The more old fashioned windows (with no rounded buttons and a grey background) such as Preferences or Key commands ones work as expected in all cases, here (IOW, Cubase stay on focus after closing them).
At the end, there is obviously a serious work to be done to streamline the whole application behavior…