On my 2 user accounts of windows, I get 2 behavior from FDM. In 1 account, when I click "Open Download Folder", the download folder (file explorer) opens up and comes in front of all active window. In another, it doesn't and it sits behind FDM window. Is there any clue why this happens? I did not find any setting which might have made the FDM window to be always in front.

It's (probably) going to have to do with the Windows UI settings in each account, although it might be related to a particular app, or even (one of) the users account itself.

Check not only Windows Explorer folder settings, but also perhaps things like antivirus settings, and perhaps even something as far fetched as the user account settings, or group policy settings (if you're running on a non-Home edition).

It would still help to have more information, especially the machine type and version of Windows that you're running.

arnob216 wrote:I did not find any setting which might have made the FDM window to be always in front.

You haven't even written which account works OK - older or newer, maybe freshly created after the last Windows Update.
There are many possible reasons, you have to compare settings for both accounts on your own. You may have game mode on for one user account, different notification settings, some tweaks added by third party tools, etc.