Case when Cog looks like it's the frontmost window while it is not

Ah, and here's the opposite:

1) Have Cog in the background.

2) Hold Command* and click the Volume button once.

*note: As you may know, in Cocoa apps, Command clicking things in background windows will allow you to do mouse operations (click, drag, etc.) without bringing the window to the front.

3) Now without holding Command, click the Cog window to bring it to the front.

Now the Cog window is the frontmost window... but it still looks like a background window!

The Close/Minimize/Zoom buttons are not in color, the toolbar has a light gray color, and the shadow is small.