When running IDE on KDE(linux) with 'focus stealing prevention level' set to 'high', then following thing occurs:
I start profiling some project, focus on another application (web,mail..) and wait until the profiled application runs. When that happens I switch back to IDE and there stil hangs the 'Progress.. performing instrumentation" dialog. I can close it by hand, but this is not the expected behavior.
This may be sometimes observed also with gnome or even in windows, if the user changes the window focus in the right moment.

From what I see, I assume that KDE uses some 'hack' that detects when a window  steals a focus and then immediatelly returns the focus to the unfocused(robbed) window, so for the user it appears, that his window did not loose the focus. 

So, it seems that the 'progress' dialog and IDE somehow hope and rely on possibility, that the dialog will be able to steal the focus. That is bad for two reasons:
-many people find focus stealing really annoying, therefore any focus-stealing should be avoided
-both major linux desktop managers (kde and gnome) will probably in future allow user to disable focus stealing(kde already does) and there are some ways to disable it in windows as well

I my opinion, best solution would be to not use any focus stealing at all and to not rely on focus as well.