if this should be marked as an improvement suggestion, and not a bug, edit its type to that.

1. open the Help > View Log window.

2. open a query analyzer so that the main application window has focus

3. using the keyboard shortcut CTL + comma,  open File > Options > Query Analyzer > (choose your current query anylzer vendor type)

4. click "OK" in the bottom right corner of the Options dialog (you don't have to change anything)

5. focus shifts from the Options dialog to the View Log, and not back to the Main Application window that has your query analyzer open. You got to the Options dialog directly from the Main Application window, so it seems likely you should return to it when you click OK.

attaching GIF animation...