Hello,
We fixed the issue for the csDropDownList style, but for the csDropDown style this is not possible to fix. In TTMSFNCComboBox the visible edit field needs to stay in focus and for that we need to force the popup to stay on top.
If the popup should disappear at a specific action (for example a button click) then you can use TTMSFNCComboBox.DropDown. You can check if the popup is opened with TMSFNCComboBox.Popup.IsOpen.