I don’t recall in which release of OS X Apple decided it was a good idea to always keep help windows in front. What I do know is that I find this change anything but intuitive.
Good news is, you can change the default setting so a help window is treated like any other, allowing you to move between applications and windows without having to close a help window first.
From a terminal run the following command:
defaults write com.apple.helpviewer DevMode -bool true