version 4.1.1git67

System has 2 physical screens.

Start with CM on main screen.
Configuration>Filtering...
Select an existing Filter
Click on either  Define...

At this point, we have main window (greyed), Filtering configuration dialog (greyed), Condition configuration or Action Configuration dialog active.

Grab Filtering configuration dialog and move it to the other screen. Even with Main widow greyed, this allows me to read something I want to Filter on 

Now, try to drag it back...  all CM windows are instantly minimized.
After reestoring windows, the only way to get Filtering configuration dialog back is to close the Condition configuration or Action Configuration dialog.

This does not happen with Configuration>Edit accounts... and opening an account since Edit accounts is not greyed and will return above the open account dialog.

Without an in-depth search, not sure if there are other situations when this 'minimize all' occurs.

This minimize all also occurs if the Condition configuration or Action Configuration dialog is moved to the other screen. Trying to bring it back 
minimizes all.  The only way to get that one back is to click OK|Cancel. In this case, CM remembered the 2nd dialog was on the 2nd screen; dragging it back now works as expected.  Repeating the above, the bug no longer occurs.

CM is self-healing...  :) :)

BTW, I run 2 instances of CM, the other is not healed yet in case more info can be obtained...