Why do some windows not appear in the app switcher even when not hidden or minimized? The OS X app switcher doesn't include certain windows.

Example of a window not in the switcher and which I can't alt + tab to:



What are the rules for which windows don't show up in the switcher?

I'd like to change this behavior but before I can search for how to do that I need a way to refer to this behavior. "windows with property X don't show up in the app switcher". What is X?

The question here is, what exactly is this behavior?
I'll post another question for how to change this behavior and link it here if needed.

EDIT: Screenshot after pressing cmd + tab and holding cmd:
The switcher on OSX is not based on Windows, but on Applications. In this case, the item in switcher board should be system preference, not VPN login panel.