Hmmm. I tried it at least 3 times and on none of them did it ever connect. I've just tried it now and it has worked no matter which dialogs I had open. Weird. I have restarted my PC in between so maybe that had something to do with it.
Ok, that's cool, at last as a user I won't need to close the configuration dialog to get my device being able to appear in the list for configuration.
EDIT: I did just get a nasty Calibre crash when I cancelled out of the dialog I had open. So maybe all is not well.