I am used to have the Find/Replace dialogs opened all the time and would like to have an option to make it a little bit transparent (50% or something) while out of focus. I believe there is no such preference yet implemented.
I think it can be also a useful feature for other users, so I think about making a Pull Request for it (in case I am at all able to implement it). Do you think _Edit > Preferences > Interface_ would be a good place for such a preference? Notepad++ for instance has it on the search dialog itself, but I think we can save the space for more heavily used settings because I don't think this setting would be changed very often by users.