Probably because you are following an anchor link instead of returning false/void from your call, for example, this code:

<a href='javascript:void();' onclick='parent.dial("620")'>Dial 620</a>

Works perfectly fine and does not lose focus or does anything to the page once clicked.

I have no idea what code are you writing, so I cannot troubleshot your code, but check the above as it will let you perform dials without 'following' the anchor.