It also closes when you click/tap outside the dialog, unlike most other Windows dialogs. I actually can't think of another Windows dialog with the same level of functionality that behaves this way.
I'm pretty sure it was introduced in Windows 8 along with swipe gestures from the sides of the screen (like the "charms bar") with the tablet use case in mind and with little consideration given to the mouse experience.
I'm pretty sure it was introduced in Windows 8 along with swipe gestures from the sides of the screen (like the "charms bar") with the tablet use case in mind and with little consideration given to the mouse experience.