I have tried this with Groove Agent and Kontakt
Open MIDI Key Ed
Open VST that the ch is routed to using KC for Edit VST Instrument
Press ctrl + w
Does the Key Ed window close, or does the VST close?
pretty please? 
VST close.
VST, but if you click once in the Editor to give it focus, then the Editor closes.
Yeah - but it shouldn’t work that way.
Umm, SB - a fix, perhaps?
Lot of focus issues since the new Mix Console window behavior.