When PolicyKit pops up a window for authorization although its widgets have focus, the window title bar remains the unfocused grey. This is ... odd. And canceling seems to only sometimes work, not that I have a better heuristic on what's going on there right now :-/
This is a metacity bug.
http://bugzilla.gnome.org/show_bug.cgi?id=519188
We really should fix this; it affects a ton of other apps including gnome-keyring, nautilus and the list goes on.
Btw, the reason the widgets have focus is that the polkit auth dialog grabs the keyboard and pointer.
Should be fixed in metacity-2.22.0-2.fc9