In Visual Studio 2010, Dockable Windows seem to work like expected in every situation.
If a \"Floating\" document is active and some menu is selected (e.g Edit -> Paste)
Just out of curiosity, have you tried binding the MenuItem.CommandTarget to the XamDockManager.ActivePane?
Looking at the XamDockManager documentation, I also see a CurrentFlyoutPane property which returns "the Infragistics.Windows.DockManager.ContentPane currently within the UnpinnedTabFlyout or null if the flyout is not shown." I'm not sure which property would be appropriate in your scenario, but it's worth a try.