While conceptually, the Sidebar and its gadgets are "part of the desktop",
it is treated as just another app by the window manager and therefore the
gadgets get hidden along with the other windows when you Flip to the
desktop. I'd prefer they stay visible as this would be a) more consistent
with the idea of detached gadget being "on the desktop", and b) would allow
switching to such gadgets like one switches to the dashboard in Mac OS X.
This should of course also apply to alt-tabbing and the show desktop
shortcut.