When using a field on a modal window that shows a pop-up window, like a time picker, when clicking outside of the pop-up window but over the modal window, mousedown/click events are not propagated. Clicks outside of the modal window are propagated.
I have a quickstart that demonstrates the modalwindow behavior vs that on a page. You will see that launching the modal window and clicking on the time component opens the pop-up window. However, you can only get this to close when clicking outside of the modal window. The same component has been put on the main page as a comparison which does close when clicking outside of the pop-up window.