Mouse is captured when starting PiE, but PiE viewport is not focused

Enviroment:
Windows 7 Professional SP1 64-bit
Intel(R) Xeon(R) CPU E5-2643 v3 @ 3.40GHz
64GB Ram
NVidia GTX 980 (Driver version: 364.51 )
DirectX 11

Behavior in 4.10:
The mouse is not captured/focused until the user clicks within the PiE viewport. I'm not quite sure what the "Ideal/Intended" behavior is, but it does not seem consistent to what the user would expect or want.

I have attached a gif below.

1. Create and Open FirstPerson BP
2. Play In Editor
3. Move cursor to the left (or right) until it leaves the UE4 Editor

Result: Observe that the mouse movement is being captured but is not focused onto the Viewport.