winit's notion of "focus" is very simple; you're either focused or not.
However, Windows has both notions of focused window and active window
and paying attention only to WM_SETFOCUS/WM_KILLFOCUS can cause a window
to believe the user is interacting with it when they're not. (this
manifests when a user switches to another application between when a
winit application starts and it creates its first window)