Mouse control is not obtained when clicking on a game's title bar from another app

A licensee has reported that gaining focus of a UE4 game window by clicking the window's title bar results in the game only receiving keyboard input and no mouse input until you also click in the game's window.

Regression?: No
This also occurred in 4.13

1. Create a new project based off of the Third Person Template
2. Launch the project on Windows
3. After the game launches, alt-tab to another window
4. Click on the game's title bar
   Result: The game gains keyboard control but does not have mouse control until you click in the game's window.
   Expected: The game gains keyboard and mouse control