setWindowOpacity() in constructor

What am I missing?
Calling setWindowOpacity() in the constructor has no effect, yet calling setWindowOpacity after widget instantiation works, e.g.
(Win 7, Qt 5.1.1)

Code:

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AboutWin::AboutWin(QWidget *parent) :
    QMainWindow(parent),
    ui(new Ui::AboutWin)
        {
        ui->setupUi(this);
        setWindowOpacity(0.85);  // this does nothing here!
        }
 
void MainWindow::on_actionAbout_triggered()
{
    AboutWin *win = new AboutWin;
    win->show();
    win->setWindowOpacity(0.85);  // this works here but not in constructor
}

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