Bug or feature? Secondary program/window nos stealing focus when opening links from the active window

[brunoosti]

With dimming active, unless the other window is minimized, when you click on a web link (lets say) in the active window, the browser opens it in the background, not stealing focus. I've been searching a long time for a way to windows not automatically set focus out of the active window (: D) but not very much sure this was intended. If using full screen windows you can't even notice the link was open on the secondary one.
Thank you for the app! This makes working and editing in multiple windows much more practical. Microsoft should implement this kind of focus by default.