Hello, I am afraid I cannot really help, but only provide workarounds, since I have noticed the same thing; it had actually happened in the past, and then disappeared again. This is with XFCE and not Mate.
The problem seems to be related to the control of screen brightness; typing the escape key gets rid of the window. This time I noticed that afterwards, my hardware keys for changing the screen brightness do not work any more. But I can still use sudo brightnessctl s XX% from a terminal to change it. Andreas
