Recommendation: "Steam - Shutdown" window should not be visible on all desktops

[西红柿]

As the title says, every time I close Steam and wait for it to sync with the cloud, the shutdown window appears on all desktops, which is quite frankly weird behaviour.

I'm running Arch x64 with KDE 4.9.4 - I'm not sure if that's desktop dependent or not, or even if it's a bug or wanted behaviour.