Mouse is not captured by default in PIE for the last client window created

Mouse is not captured by default in PIE for the last client window created. The last client does not capture the mouse automatically. This issue is similar to [Link Removed], however it appears to be the opposite problem.

1. Open the editor
2. Set the number of players to 3 (for PIE)
3. Play in Editor
4. Notice that the mouse is captured
5. Use Alt+Tab to go to the next client window (Client window 1)
6. Notice that the mouse is still captured
7. Use Alt+Tab to the last client created (Client Window 2)
8. Notice that the mouse is no longer captured

Expected: The result would be consistent across all windows
Result: The last client does not capture the mouse automatically