I've tested this with the HWA runtime. Put a large image (2000x2000 pixels or so) in a blank application just to make the loading time a bit slower (just like an actual game). Add some events "upon pressing key" or "repeat while key pressed" events that shows any feedback. Now start your application. I'm not sure exactly what the timing should be for it to happen, but if you click somewhere to focus on another window while the application is loading, the game will show up and appear to be on top. The key conditions will also trigger when you press the keys, BUT the application that actually has focus will also catch the keystrokes.
This has been a repeatedly reported problem with my games, especially if the user has enabled "go directly into full screen", because they clicked somewhere while the game was loading, when they're done playing my game and closes it, it turns out another application has got every keystroke and which has caused a mess. This really needs to be fixed.