I've noticed that too, it's a bug I think and it's annoying.
EDIT:
Today I'm pissed off.... I've knocked off my coffee mug all over my desk this morning at work, a good cup of coffee.
Killed my Mac keyboard at the same time, my shirt was wet of coffee... happy day!!!!
Sounds great, I have been trying to come up with a new way to get the kstars main window to stay on the bottom that doesn't involve setting everything else to stay on top, because that's hacky. I just wish they had implemented either child widgets staying on top of their parent windows or the WindowStaysOnBottom flag in the OS X version of QT. To me that seems kind of important.