Hi Mikhail,
actually I'm not an experienced ABAPer, therefore I can imagine someone from user exit to call up a pop up window, ignoring the fact that it's being called from BAPI. Which shall be considered as a bug.
Therefore I've been suggesting simulating via SE37 in order to identify the server response.
In your case enabling UseSAPGui as suggested by Marcus is even easier.
Once you identify the returning dialog, either you provide the required data or you look for the workaround. Not sure if ignoring the response by default is a good thing.