This is an old issue, but Fun is working on this.

The visual-edit conversion from a modal dialog to a threaded tab has nothing to do with this sort of problems.

After the Create button is clicked, CommonSchemaDialog::onOk() is invoked to process the request. onOk() in turns will call CommonSchemaUtil.executeDDL(...) to execute the generated SQL statement.  If CommonSchemaUtil.executeDDL(...) returns true, then onOk() will close the dialog; otherwise, the dialog will remain open.

In this particular case, CommonSchemaUtil.executeDDL(...) returns false, hence the dialog is not closed.  The reason CommonSchemaUtil.executeDDL(...) returns false is because it received a warning from the server after the execution of the DDL. In the current implementation of CommonSchemaUtil, it tries to display the warning in the Message tab; however, the Message tab is not enabled in the AlertDialog and hence user won't be able to see that warning.
 

A Message tab is added to the AlertDialog so that user can see the warning message. Once the warning message is displayed, the Create/Alter button will be disabled, user needs to close the dialog manually; in addition, the dialog will also try to refresh the schema tree after the warning message is displayed.

FYI, the warning message I ran into is "SQLServerAgent is not currently running so it cannot be notified of this action.".

Similar change has been applied to the Job Dialog and the Operator Dialog as well.

Fixed in 12.0.0-dev-139