IWell yes, I know I can make the script make the dialog active after creating a new server window (using a %var that is set when $dialog(dialogname).active is $true, before the /server command, and after it, if it is 1, make the dialog back active)
But it's a rather poormans solution, when I'm doing stuff in the dialog It suddenly goes somewhere else and back and interrupts typing. It saves me the click to go back to the dialog, that's about it.

But I realize now why I have this annoyance for status windows only. My script uses join -n to join channels and then they don't 'steal focus'. The /server command doesn't have an equivalent switch.