On Windows 10, pressing the Windows key in a fullscreen UE4 application summons the Start menu beneath the application. However, the Start menu still receives input, which can cause applications to accidentally be launched. It would be preferable for the start menu to either minimize the UE4 application or convert it to Windowed mode before summoning the Start menu.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-54711 in the post.