The attached example application (modified version of the $QTDIR/examples/mainwindows/mdi) demonstrates the use case:

• launch the application. On the construction phase a custom dialog is added to QMdiSubWindow and
  mdi sub window is displayed (MainWindow::MainWindow()):

    MyDialog* child = new MyDialog;
    child->setWindowFlags(Qt::Widget);

    m_subWindow = new QMdiSubWindow();
    m_subWindow->setWidget(child);
    mdiArea->addSubWindow(m_subWindow);

    m_subWindow->show();

• close the MDI sub window by clicking top-right corner 'x'
• select 'File' - 'Show Dlg MDI' which calls:

m_subWindow->show();

--> error: MDI sub window is shown but the content is empty (screen capture attached) i.e. the dialog widget is not displayed on MDI
sub window.