If you know what the hidden dialog is asking you, and know what the default choice is, just press the Enter key.
If you don't know what the dialog is doing, press Alt-Tab to reveal it.
Unfortunately, this phenomenon is going to crop up now and again in any windowed GUI. Windows normally does a good job of keeping track of Z-order and focus, but programs routinely mess with the scheme for their own reasons. For example, a program can instruct Windows to always keep its window "on top" of everything. Enforcing Z-order is what keeps Kontakt from disappearing behind the DAW's main window, and lets you float the Transport over the track view. But multiple such instructions can conflict with one another. Windows tries to figure out which high-priority window actually needs to be visible, but it isn't always 100% successful.