QML popups not being parented in out-of-process ActiveQt application

When running a Qt application as a COM object / ActiveX control built as "app" to run out-of-process (.exe file in Windows). Then, when creating a popup like a MessageDialog it does not get correctly parented by the main GUI. It even gets it's own icon on the Windows taskbar.

The same behavior is seen in C++ when the parent widget is not set explicitly using setParent() or by passing the parent widget to a QMessageBox constructor.

This is easily reproducible with a slightly modified version of the "simpleqml" example in the official activeqt examples, see attachment. Run this in the "testcon" application.