I'm also a bit confused as to why a command available in any of the CMC setup menus would rely on whether the window concerned was in focus. File this under useless triva that probably won't improve your life, but Windows is an event driven operating system, e.g. keyboard presses, mouse moves, etc. generate events. When you bang on the keyboard, the events go to the active window. That's why you can have Cubase and a web browser both running, and typing something into a Google search doesn't do anything to Cubase.
As with all programming there are ways around this, but if you're wondering why the focus matters, this is one common reason. Of course, that's Windows. I know zero about Macs, other than the fact that since they're an Apple product, they just magically work somehow. I suspect that burning incense and sacrificing chickens is involved.