I remember this had came up earlier in Krita IRC too. And I think @halla can answer why krita uses modal dialog boxes.
I think it is avoid user interacting with the canvas while having the dialog open. You can see halla’s answer here in this old post - [SOLVED] Gnome Problem - Can't move dialogs inside Krita to see my canvas - #4 by Deif_Lou
But the issue is is krita sets its to modal and then gnome just locks it and dims it, which is fair they think users should not be able to see the parent window or even move the dialog out of the way. But clearly you need to see the window and move the dialog out of the way. So there is no option to keep the parent window non interactive but only allow user to view and see the parent window without letting them edit the canvas. May be the toolkits need to take this use case in consideration. Krita users on windows or macos or android which have considerably higher user-base than linux or gnome do not suffer from this issue I wonder what these platforms do.
Also while other two apps like inkscape and gimp use GTK toolkit which is native to gnome so the problems are less there and a comparison to blender is not fair because blender uses it own homegrown UI stack. Moreover see if the windows they open are modal or not if they are not meant to be modal to begin with then this issue will not be reproducible in those apps. The screenshot of focus blur filter in gimp you have attached is not a good comparison because that is clearly not a modal dialog since it needs user to interact with the canvas.
Regardless as @takiro suggests you should create a bug report for this if there is no other bug report for it in the bug tracker - bugs.kde.org