Apps which you open when you click don't open if you switch right after the click


So, when I try running an app such as Roblox or Roblox Studio, I click “Play” and after that, if I switch to another tab or app, Roblox/(Studio) doesn’t open which is kinda annoying.

I am used to Chrome system where I clicked “Play” and after that, I switched to another tab while I was waiting…

Is this a bug or what?