With most of windows, after a focused window is closed, then the previously focused window receives focus - this is an expected "stack" behavior. However, when MPlayer is closed (using a keyboard shortcut) and the mouse pointer is not above the MPlayer window, then the window under the mouse pointer (can be desktop as well) receives focus instead of the previously focused window. This is extremely incovenient when, for example, browsing a directory with movie files using Thunar and MPlayer (gmplayer) - the user expects Thunar to regain focus, uses keyboard for navigation and some other window receives the typed keystrokes.

I'm not sure whether this applies only to MPlayer or other applications' windows as well, but according to the behavior (it happens after MP gets closed and depends on position of mouse pointer outside MP window), I expect this to be a window manager bug.