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I'm working on sapui5 application. I want to block UI form users during ajax requests. I added the following code:

    var dialog = new sap.m.BusyDialog({
        text : this.languageModel.getModelProperty("BUSY_DIALOG_FETCHING_DATA"),
        title : this.languageModel.getModelProperty("BUSY_DIALOG_WAIT")
    });
    var that = this;
    jQuery.ajaxSetup({
        beforeSend : function() {
            console.log("open");
            dialog = (dialog) ? dialog : new sap.m.BusyDialog({
                text : that.languageModel.getModelProperty("BUSY_DIALOG_FETCHING_DATA"),
                title : that.languageModel.getModelProperty("BUSY_DIALOG_WAIT")
            });
            dialog.open();
        },
        complete : function() {
            console.log("close");
            dialog.close();
        }
    });

In console I get good results, and while debugging I can see dialogs, but in normal mode (without any breakpoints) dialogs don't appear at all. Any clue?

Why not use the busy indicator?

var oController = this;
oController.getView().setBusy(true);
$.ajax({
    //your ajax call here, 
    success: function(data) {
        //do whatever needs to be done after success;
        oController.getView().setBusy(false);
    },
    error: function(...) {
        oController.getView().setBusy(false);
    }
});