Yeah, I was going to scale down the size of Zero Hour by putting tracks inside as separate files. While doing it for "BGM 111 (3D Parkour)" (as the Juke Box and game call it), this occurred.
I found out how to reproduce this glitch: press B and the on-screen [< Back] button at the same time in the file browser. It should make the "Back" sound twice and the dialog should disappear. Repeat this until dialogs suddenly have no background!