A strange problem - a mouse click on a pop-up window is captured under control under it

I show Popupin response to a button click ( popup.IsOpen = true;). The popup contains a ComboBox, and when I click an item in the combo box, one of the things the SelectionChanged event does is to hide the popup.

A popup appears above DataGrid, which I also have on my page, and I found that the mouse click on the combobox was also picked up by the MouseUp event that I received in the DataGrid. Any idea what is going on?