NSWindow with NSWindowCollectionBehaviorStationary is visible on the Dashboard. Is this a bug?

I'm trying to get my NSWindow to:

1. Be visible on all Spaces
2. Be visible when showing the Desktop (by pressing F11)
3. Not be visible in Mission Control/Expose

The following does exactly that, but with a side effect:

[self setCollectionBehavior: NSWindowCollectionBehaviorCanJoinAllSpaces
                            | NSWindowCollectionBehaviorStationary ];

When switching to the Dashboard on Mac OS X Lion, the window remains visible alone with Dashboard items for a second, then it is hidden.

Is this expected behavior or a bug? Users of my app find it confusing to see the window on the Dashboard before they disappear. I would have expected them to only show on Spaces and not the Dashboard.