New frame appering below other windows when screen is locked on Windows

[ndame]

I have a setup where I get notified of my upcoming tasks in emacs by a
small frame which appears with the name of the task on top of other
windows when emacs is idle for a while, and I can simply hit Enter to
dismiss the frame.

I create the frame like this:

        (let ((frame (make-frame
                     `((height . 15)
                       ...
                       ))))
         (select-frame-set-input-focus frame))


It works perfectly. The frame appears on top of other windows and I
can dismiss it with the bound key.

When I bring my laptop to somewhere then I just close the lid, it goes
to sleep and when I open it I can continue from when I left off. In
this case there is usually a task which gets current in the meantime,
so emacs pops up a frame for that.

However, when I unlock Windows after sleep, the new frame is behind
other windows, so I have to Alt-TAB to it everytime when I unlock, so
I can dismiss it. So the new notification frame appears behind other
windows if it pops up when the screen is locked.

Is this a possible bug in the emacs frame creation code?

When other Windows programs pop up notification dialogs after sleep,
before the screen is unlocked they appear on top as they should, so
that's why I suspect it's an emacs-specific issue, but I'm not sure,
that's why I'm asking about it here.

(GNU Emacs 26.2 (build 1, x86_64-w64-mingw32) of 2019-04-13)