According to Karlstad, the alert boxes that ThinLinc throw up during an ongoing fullscreen session are hidden behind the vncviewer window. This is of course less than desirable as the user then doesn't see what the problem is.
This problem might solve itself when we change to using EWMH for fullscreen (bug 1052).
It is now actually bug 3668.
Better, but not good. The window pops up but disappears again as soon as you click on it. The problem is also present on the other platforms, so we need a more general fix for this.