Is this property just a Windows feature?

I am trying to make a tool to locate a section on screen by adjusting the form size and reading left, top, width, height of the form. But as soon as I click the underlying application my form disappears even though it is set to stay on top.

Is this a problem with Ubuntu Mate 20.04?

Is there a way to make the form internal transparent so that one can see the underlying area while adjusting? I can do this on Windows but via calls to Windows API:s...

Is this property just a Windows feature?

Certainly no, as it works on my Manjaro KDE, both fsStayOnTop and fsSystemStayOnTop.

Is this a problem with Ubuntu Mate 20.04?

Could be, I don't use Mate and not all DEs are created equal (KDE also has its own quirks regarding stay on top, but LCL implementation works).