I suggest you use the IDialogSerivice and it's WinUIDialogService implementation to accomplish this task.
Since you are using scaffolding, you should go into your collection view
(YouEntityCollectionView.xaml) and go into Behaviors section:
<dxmvvm:Interaction.Behaviors>
<dxwui:WinUIMessageBoxService/>
<dxmvvm:EventToCommand Command="{Binding OnLoadedCommand}" />
<WindowedDocumentUIService YieldToParent="True"/>
</dxmvvm:Interaction.Behaviors>
Then add your service into this section:
<dxmvvm:Interaction.Behaviors>
<dxwui:WinUIMessageBoxService/>
<dxmvvm:EventToCommand Command="{Binding OnLoadedCommand}" />
<dxwui:WinUIDialogService />
</dxmvvm:Interaction.Behaviors>
After that you should replace the IDocumentManagerService with IDialogService within the CollectionViewModel code. It may look as follows:
// Edit:
//DocumentManagerService.ShowExistingEntityDocument<TEntity, TPrimaryKey>(this, primaryKey);
this.GetService<IDialogService>().ShowDialog(MessageButton.OKCancel, null, typeof(TEntity).Name + "View", primaryKey, this);
// New:
//DocumentManagerService.ShowNewEntityDocument(this, newEntityInitializer);
this.GetService<IDialogService>().ShowDialog(MessageButton.OKCancel, null, typeof(TEntity).Name + "View", newEntityInitializer, this);