The problem comes about when closing dialogs (i.e. their state change) in random order leads to invalid state. If the user is in a process of doing something where `A` depends on `B` and `B` depends on `C`, etc, for example, you can't just let them say "I'm done with A now" (before B and C), when the flow REQUIRES input from B and C in order to be valid.
I know people can argue endlessly that no process step should ever REQUIRE input from some other step, but that's the same as saying "There's no such thing as a multi-step process" which is obviously an incorrect statement.
Like if I'm editing a new CMS record, and adding an attachment/file to it, what if I clicked "cancel" on the new record WHILE the upload Dialog is open? Sure you can rationalize your way around that, and think your way out of how that can work with modeless dialogs, but you're just creating lots of unnecessary work for yourself if you do.
Modal dialogs have been around literally forever (even before the web) because they're needed. It's a signal to the user that they MUST complete something before moving forward.
