In your current project properties, within playback, see what instructions testcomplete has set for Unexpected windows. It could be trying to close the unexpected window:https://support.smartbear.com/testcomplete/docs/testing-with/running/handling-errors/unexpected-windows.html
Since we want to interact with the unexpected window I would remove all of the on unexpected window commands like Press Esc, Press Enter etc.
I have already cleared those settings, it looks like this
Also this is an expected window which is being treated as unexpected window,
