MainWindow.xaml

<Window x:Class="Issue4017.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
        xmlns:materialDesign="http://materialdesigninxaml.net/winfx/xaml/themes"
        xmlns:local="clr-namespace:Issue4017"
        mc:Ignorable="d"
        Style="{StaticResource MaterialDesignWindow}"
        Title="MainWindow" Height="450" Width="800">
  <materialDesign:DialogHost Style="{StaticResource MaterialDesignEmbeddedDialogHost}">
    <materialDesign:DialogHost.DialogContent>
      <StackPanel Margin="40">
        <TextBlock Text="This is a dialog" Style="{StaticResource MaterialDesignHeadline6TextBlock}" />
        <Button Margin="0,20,0,0" Content="Close" Click="CloseDialog_Click" />
      </StackPanel>
    </materialDesign:DialogHost.DialogContent>
    <Grid>
      <StackPanel VerticalAlignment="Bottom">
        <ProgressBar Style="{StaticResource MaterialDesignCircularProgressBar}" IsIndeterminate="True" Margin="0,0,0,10" />
        <Button VerticalAlignment="Bottom" HorizontalAlignment="Center" Content="Open Dialog" Click="OpenDialog_Click" />
      </StackPanel>
    </Grid>
  </materialDesign:DialogHost>
</Window>