SetInputMode_GameOnly + windowed mode: Win+Arrow window snapping stops working after dragging window across monitors on multi-display setup

When SetInputMode_GameOnly is applied on a PlayerController and the application runs in windowed mode on a multi-monitor setup, the Windows OS shortcut Win+Arrow (window snapping) stops functioning once the window is moved across a monitor boundary.

This appears to be an interaction between UE's input capture (FInputModeGameOnly → CapturePermanently mouse capture) and the Windows shell snap handling. While the window holds input capture and crosses a display boundary, the shell no longer receives the snap key input correctly.

Workaround (confirmed behavior):
After the issue occurs, clicking the window, or pressing Win alone to open the Start menu and then refocusing the app, restores normal behavior (capture/focus re-syncs).

Note: This is a Windows standard OS feature, so this may be a Windows-side constraint rather than a strict UE bug. Filing to confirm whether the capture behavior of FInputModeGameOnly should be adjusted, or whether this should be classified as By Design.

1. Create a blank project
2. Create an empty level, open its Level Blueprint, and connect BeginPlay → Get Player Controller → SetInputMode_GameOnly
3. Launch via New Editor Window (PIE) in Windowed mode
4. With displays arranged left/right, assume the app launched on the right display. Press Win + Left Arrow
5. Confirm the window snaps to the left half of the right display
6. Press Win + Left Arrow again
7. Confirm the window snaps to the right half of the left display
8. Press Win + Left Arrow again
9. Confirm the window does not move (bug)
10. Press Win + Right Arrow
11. Confirm the window moves to the right display
12. Press Win + Right Arrow again
13. Confirm the window does not move (bug)

Expected Result:
Win+Arrow window snapping continues to function normally after the window crosses a monitor boundary.

Actual Result:
Win+Arrow snapping stops responding once the window crosses a monitor boundary until focus/capture is manually re-synced.