I encountered this issue on latest Fedora 32. So this is not unique to ubuntu. I have a dual booted system and when I tried to access windows partition data from fedora, I was required to type the password in authentication dialogue, after which I could access windows data. Then when I locked and unlocked again, this unclickable authentication dialogue box was stuck on top-left corner of the screen (If I tried to click it, whatever was 'behind' it was clicked).
I encountered this issue on latest Fedora 32. So this is not unique to ubuntu. I have a dual booted system and when I tried to access windows partition data from fedora, I was required to type the password in authentication dialogue, after which I could access windows data. Then when I locked and unlocked again, this unclickable authentication dialogue box was stuck on top-left corner of the screen (If I tried to click it, whatever was 'behind' it was clicked).
Pressing Alt + F2 and then 'f' removed it.