Checked my Windows 7 laptop and for sure it works same as yours'. The Mac OS version of Photoshop does not allow this. From the forums I have googled and checked, it's how OSX rolls. I can't see anything in the Mac forums for an equivalent. I hope an Adobe programmer or staff member can say for sure.
I never really used one document window on top of another as Megaman pointed out, but it's a handy feature to have. I could sample colors in one window to use in another. Great!
Thanks for getting it to my attention, Noel.
Gene