Add a bunch of comments to explain what is going on in win32 closed handler.

src/Windows/Avalonia.Win32/WindowImpl.AppWndProc.cs

@@ -65,12 +65,18 @@ namespace Avalonia.Win32
                             return IntPtr.Zero;
                         }
 
+                        // Based on https://github.com/dotnet/wpf/blob/master/src/Microsoft.DotNet.Wpf/src/PresentationFramework/System/Windows/Window.cs#L4270-L4337
+                        // We need to enable parent window before destroying child window to prevent OS from activating a random window behind us.
+                        // This is described here: https://docs.microsoft.com/en-us/windows/win32/api/winuser/nf-winuser-enablewindow#remarks
+                        // Our window closed callback will set enabled state to a correct value after child window gets destroyed.
+                        // We need to verify if parent is still alive (perhaps it got destroyed somehow).
                         if (_parent != null && IsWindow(_parent._hwnd))
                         {
                             var wasActive = GetActiveWindow() == _hwnd;
 
                             _parent.SetEnabled(true);
 
+                            // We also need to activate our parent window since again OS might try to activate a window behind if it is not set.
                             if (wasActive)
                             {
                                 SetActiveWindow(_parent._hwnd);