The Render dialog is a modal window. My understanding is that if you have some other app window partly obscuring Renoise and click on, say, the top frame of Renoise, the modal window is still blocking clicks so there’s no response. This is a Windows thing (for modal dialog windows).
When I click on the Renoise item in the task bar, though, Renoise comes right to the front, with the modal Render dialog right there.