From the documentation of the UnhandledException Event
Starting with the .NET Framework 4, this event is not raised for exceptions that corrupt the state of the process, such as stack overflows or access violations, unless the event handler is security-critical and has the HandleProcessCorruptedStateExceptionsAttribute attribute.
My guess is that the dialog uses this event, and that the type of exception may be the reason. You can check the event log to investigate the type of exceptions that occur, and there might be some pattern you could discern.
But this should be a pants-on-fire situation. Whatever the reason for the crashes are you need to fix it. Some exceptions may need to be handled with try/catch, while others should never occur in the first place. Relying on some error dialog provided by the framework, for anything, is not a good idea.