If you take a look for example at https://jqueryui.com/dialog/#modal-message and you test the page with voiceover on macos and you are using the rotor functionality you will notice that elements in the background of the dialog modal are still available in the accessibility object model (aom). the number of available elements is sort of limited due to the fact that the example is wrapped in an iframe:

but for example in the context of a drupal sites which are also using jquery ui for building dialog modals they are not wrapped into an iframe, and you have all the elements in the background available in the aom as well. and there is no way for a screenreader user to distinguish what is an element within a dialog modal and what is an element outside of the dialog modal in its background.

An easy fix would be if the modal option is set to true adding the aria-modal="true" attribute to the div of the dialog modal. i've manually added the aria-modal attribute via devtools and rerecorded the same example from before to illustrate the difference