When opening multiple las / laz files (and probably any file I expect) the dialog showing the progress on each file moves to whatever screen contains the active window.
For instance on a 2 screen system and while opening 86 laz tiles (like right now), I usually try to do something else. I have the browser window open on another screen and the 'Open Las File' box with a progress bar followed me to the other screen. Fortunately it stays under the current window, but that also means I can see the progress.
I'm not sure how it's implemented but according to this link:
https://msdn.microsoft.com/en-us/librar ... s.85).aspx
it seems possible the owner isn't set.