JDialog dispose question

I have the following code:

public static void main(String[] args)
{
  JDialog myDialog = new JDialog((JFrame)null, true);
  myDialog.show();
  myDialog.dispose();
  System.out.println("Out");
}

In the first line I make sure that the dialog is modal, this is to make sure dispose is not called before the dialog is hidden.
Then I show the dialog,
and then I dispose it.
Lastly I make a println.

What I would expect:
I would expect a dialog to appear on the screen, with the possibility to close it on the close button of the window (upper right corner in windows).
After I close the dialog, I would expect to see the message "Out" printed,
and lastly the program to terminate.

What is wrong:
The program does print "Out" after closing the dialog, but never terminates.

What am I missing here?


Slight modification I have tried, with the same result:
Before the show, I add:
  myDialog.setContentPane(myPanel);
myPanel has a button, and upon clicking it, the dialog is hidden, "Out" is printed, but the program doesn't terminate:
private void clickButtonQuit()
{
  Component comp = this;
  while (comp!=null && !(comp instanceof JDialog)) comp = comp.getParent();

  if (comp==null) return;

  ((JDialog)comp).dispose();
}

Thanks!