It appears that calling an Async event from a control on a content region (eg KeyUp, processAjaxEvent) results in the focussed control changing when the RenderAsync call returns. With multiple controls on a content region this creates a problem for data entry. The RenderAsync call for the dialog calls MDLGshow() and MDLGfocus() which corrupts the current context.
The Show and Focus calls are required to make the IWAdvMessageDialog function correctly.
However I understand your concern and I'll add a couple of new public properties to the control so you can decide if the Show and Focus methods need to be called in RenderAsync or not.
I have added this to our feature-request list to be implemented in a future version of the IWAdvMessageDialog.