In my setup, I have configured the focus to follow my mouse, which I find very convenient when having an external monitor plugged in, and In the video visible in the "URL", you can see at 0:15 that when you have to move your mouse across an application to reach some applet (this also happens with the "Add new widget" that opens up in the left part of the screen) then the focus would change and the applet closes.

I understand this behavior when you have "Click to focus", however, when you are using an automatic focus policy (such as "Focus Follows Mouse"), I don't think plasma components should be affected.

I think applets should close if:

a) You click again whatever made it to open in the first place
b) Clicking outside of it (Unless the very useful "sticky" button is active for it)

Changing focus, should be ignored.

Reproducible: Always

Steps to Reproduce:
1. Configure your system to use an automatic focus change policy, such as "Focus Follows Mouse"
2. Have a window of any application open
3. Open a plasma applet, such as calendar
4. Move your mouse over the application window (Without clicking)

Actual Results:  
The plasma applet closes when the focus changes

Expected Results:  
The plasma applet to remain open