[tadfisher]

Windows never stealing focus isn't a weird default, it's a sensible one. The sensible thing to do in this situation is to display a desktop notification to select the volume. I haven't used OS X extensively, so I don't know if it has a built-in desktop notification system (I remember having to install Growl to get one), but this is something that Windows and Linux have had for a while now.

[micheljansen]

You have a point, stealing focus is utterly annoying and rarely acceptable, but that is not to say the window can not at least get to the foreground (without taking focus). In my case, new volume Finder windows are pop-unders that get lost on my messy desktop.

[dlikhten]

You initiated an action: Unzip or Mount an installer. 99% of the time I want that brought to front. Stealing focus is only bad when you did not initiate that action, hence why popups are hated so much.

[mdaniel]

I agree with your premise, but I would like to point out that there is often a significant delay between clicking on a .dmg download and there being some action.

I know that I am unlikely to sit idly and watch the download progress-bar; I'm far more likely to switch to some other tab or other application. And then, since my focus is elsewhere, we have returned to the focus stealing situation.