Unable to show dialog using Caliburn

Question

public class ShellViewModel : Conductor...

    private readonly IWindowManager _windowManager;
    private readonly Lazy<StartupDialogViewModel> _startupDialog;

    public ShellViewModel(IWindowManager windowManager, 
        Lazy<StartupDialogViewModel> startupDialog)
    {
        _windowManager = windowManager;
        _startupDialog = startupDialog;
    }

    protected override void OnViewLoaded(object view) {

        base.OnViewLoaded(view);

        if(_windowManager.ShowDialog(_startupDialog.Value) == true; // ex

    }

Exception Details

You cannot set the Owner property to a window that has not been previously shown.

Trace

in System.Windows.Window.set_Owner (window value) in Caliburn.Micro.WindowManager.EnsureWindow (object model, object view, logical isDialog) in Caliburn.Micro.WindowManager.CreateWindow (Object rootModel, Boolean isDialog, Object context IDictionary 2 settings) at Caliburn.Micro.WindowManager.ShowDialog(Object rootModel, Object context, IDictionary2 settings) in XXXXX.ShellViewModel.OnViewLoaded (object view)

What could be the reason for this? I also tried calling the window managers ShowDialoginside OnViewReady, but no luck.