TL;DR
When factoriopedia is open, if you click anywhere but on the window, it will close.What?
When you have the inventory open and want to take a look at factoriopedia, you can do so without it closing your inventory. But once the factoriopedia window opens and has focus, as soon as you click elsewhere, the factoriopedia window closes.I did not see any setting that changes this UI behaviour. Only the factoriopedia and tips and tricks window has this behaviour; all other window that can be opened from the minimap buttons need to be closed using the X button.
Why?
This makes it hard to plan out a base with the aid of factoriopedia, if the window closes each time I click into my inventory/another window, or the ground. This is especially true when you just got Space Age