Description :

When a CreateObject implies a new Win-task, i.e. the new form is defined as ShowWindow as TopLevel Form, and this form is defined as AlwaysOnTop, this Form now indeed will be an "always on top" Form opposed to all Win-tasks running.
Before the AlwaysOnTop = .T. did nothing in relation to the separate Win-task.

Solution :

In my case the AlwaysOnTop = .T. was in the Class by accident, also encouraged by the fact it was not noticeable. So, my solution was to have this property set at .F.;
Since obviously this is just a bug solved, a "solution" as such is not applicable.

Remark :

I'd say that the behaviour from now is a welcome feature, since it now allows to run a VFP app to run on top from other apps (compare e.g. TaskManager).