What really is the difference between Show and ShowDialog?

Or to be more exact: the difference between

WAIT-FOR System.Windows.Forms.Application:Run ( [ form-object-ref ] )

and 

WAIT-FOR dialog-object-ref:ShowDialog ( [ parent-form ] )

Of course I know that ShowDialog is modal and Show is not.

Let me explain the background of this question.

I am doing a lot of projects where I migrate GUI application to GUI for .NET.

It is a nightmare when multiple WAIT-FORs are being used in thos GUI applications. Everybody knows that is bad practice but you could get away with it in GUI. No more in GUI for .NET, but let's put that aside.

Imagine you have the following scenario:

- a login window in GUI for .NET

- a GUI development environment with a traditional WAIT-FOR converted to WAIT-FOR System.Windows.Forms.Application:Run ().

- a test button in the GUI development environment that starts a .NET menu

Next to that you have the following scenario:

- a login window in GUI for .NET

- a .NET main menu

Now normally the .NET login window would have a ShowDialog and the .NET main menu would have a WAIT-FOR System.Windows.Forms.Application:Run ().

In the first scenario you will get the horrible 'Starting a second message loop on a single thread is not a valid operation' message.

That can be solved by starting the .NET menu with ShowDialog.

It looks like ShowDialog in .NET has nothing to do with PERSISTENT or not. In addition, when using ShowDialog the window still behaves like a window, i.e. with minimize and maximize buttons, resizing etc.

So really, why should I not ALWAYS use ShowDialog for the .NET menu?

P.S. According to the help I need to explicitely call the Close() method afterwards when using ShowDialog. OK I can live with that.