Custom Content type based on "Link to a Document" does not open new folder in a dialog

Hi,

   We have created a custom Content Type  based on "Link to a Document" (0x01010A) into a document library. When I use the New Document button on the ribbon, the "Link to a document" form appears on the same window, not as a dialog. If we use the "link to a document" content type it works fine.

  This issue occurs when creating the content type from the SharePoint UI as well as via XML (provisioning the content type).

   Is it a SharePoint bug or are we missing something?

Thanks!

Sergio