[jollster101]

This has been something that has occurred since MCE05. It can be done but not as a general thing as you are hoping. Some people have created a hot key that effectively simulates pressing Alt - Esc which takes the focus away, others dont run MCE at full screen and instead expand the window with a bit more messing around to fill the screen but isnt focused as it isnt full screen.

It is a pain but there are workrounds to it. I presume you could assign a remote button to do what you are after but as I said it isnt an out of the box solution.