It seems to be correct, because when a gl loop runs in the background it is impossible to make any window active.
When the same code runs in window, that window can be inactive.
You can check it with any GLGalore example running fullscreen and bring forth the Workbench screen.
Tried to workarund this by pause the loop when the screen is behind the WB screen, but can't be get info on that.
Please add my vote for wanted in next update