I can't reproduce the problem, it normally opens on top here. There is plenty of complex code in GSX to allow that but, the problem is, it depends what other open applications are doing, because some of them might also have code to keep them on the foreground so, clearly, if more than one app is trying to do this at the same time, it's no telling which one will "win".
That is because GSX is not acting rudely, so after a few seconds of tries, it will give up trying to bring itself to the foreground, in order not to do to other apps what some other app is doing to it.
Imagine the mess if all your running apps were constantly actively forcing themselves on the foreground, it would be chaos ( Adobe apps, for example, do this for their entire startup, which is extremely annoying and bad behavior).