It's also just plain weird and inconsistent - like so many windows apps by MS. The default OS behavior is fine, and works. Why are they going to the extra effort to break it? Other apps sometimes decide to minimize to the tray, but even those don't stick around in your alt-tab order o_O. You'd think first party apps would adhere more strictly to OS norms, but no...
Siri on the Mac isn’t this bad but it is also horrible. Getting it too never appear and never try to help is an irritating step which is required on a new install.
"The user may want to return to Cortana. WNF"