The mouse is being locked to the viewport when you PIE. The toggle Game Gets Mouse Control (Editor Preferences/Play) does not appear to be working. It seems to always be on. With it off I would expect the user to have to click inside the viewport to give it focus.
Regression: Yes this option worked in 4.10.4
Result: Mouse is locked in the viewport
Expected: Viewport to not even have focus and the mouse free to move anywhere
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-32689 in the post.