Still no decorations (with Gtk.MessageDialog(decorated=True).show() followed by Gtk.main())
So you cannot even force decorations? Wow, weird.
Okay, so this is probably some sort of GTK / Xfce4 problem? Should I report it against some other package (which?), or reassign this report?
Well, your tests where not blueman specific. I don't know what it could be. Might be some configuration or something. I'd say the problem sits somewhere between / in GTK and xfwm, yes.
