This is currently a limitation of Gizmo. Sorry for the annoyance.
It's a long outstanding item on my list and will take work from both myself and the IXEG team to correct.
It also clashes with built in GUI windows and widgets that use the native X-P styling, they will steal clicks from the Gizmo tooltray icons and things like the IXEG custom GUI widgets even when it appears that the tooltray or IXEG GUI should be "on top".
Thanks for reporting it.