Use Process Explorer (from Microsoft Sysinternals) to identify and kill the orphaned window or handle tied to Steam.exe.
https://learn.microsoft.com/en-us/sysinternals/downloads/process-explorer

How-To:
Download & open Process Explorer.

Click the crosshair icon in the toolbar and drag it onto the black window.

Process Explorer will highlight the process responsible (in this case, a child window or thread under Steam.exe).

Right-click the process or handle and choose Kill Process Tree or Close Handle.