macOS: Parent window of modal dialog can still be interacted with

As the Original_Steps.jpg attached file, I have a parent window and a sub window (name is Test Dialog), which was opened by click on "Show Dialog" button.
After that, I try to click on the parent screen.

Result: The sub screen will display under the parent screen (view the Result_parent_above_sub.jpg attached file).

Expect result: When the sub screen is opening, we can't interact with the parent screen by move/click, ...
Please help me to explain and how to fix this problem.

Thank you so much.