We appreciate your post to the feature request forum. Currently, the dialogue will open if you click on it, and if you click again, the dialogue window will close. I can see that leaving it open until you click away would be helpful. I've documented your request and it will be considered for prioritization.
In the meantime, a couple things that may be helpful:
Custom reports- you can generate custom reports in ShippingEasy to easily reference your information.
Copy using Ctl+C instead of right clicking and selecting "Copy"- this will allow you to copy and paste the information without the window closing.
Thank you again for your request.
Madilynn T. [ShippingEasy Product]