DataGrid: click on top-level filter popup doesn't close inner filter popup

This issue is related to scenario described in DataGrid filter popup closes on scrolling popup's DataGrid. Thank you very much for fixing issue 12382. However, when I click on the top-level filter popup, I expect the inner filter popup to be closed, but it doesn't happen. Please see provided screenshot for additional details. The code example is the same as in Topic 12382.

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I'm afraid that we are not sure how to support such case however we accept pull requests.