Hello. There is nothing to worry about. I think you just misunderstood and this is most likely not a bug, just want to clear that up.
But you are free to report here : github.com/Scirra/Construct-3-bugs/issues
No one will stop you.
Explanation
Let me explain, in your case, it looks like the Preview Window is unfocused because of your Virtual Keyboard is interfering. This is not a bug. Instead, it is how your applications interact with your Virtual Keyboard.
Virtual Keyboards
About Virtual Keyboards, they work in different ways on various devices. In my current tests, just to make sure, I found out that my Virtual Keyboard doesn't unfocus the Preview but it doesn't allow controlling the 8-Direction behavior using the W,A,S,D but allows the arrow keys (which I only have a "left" and "right"), this is because, my Virtual Keyboard on my Gaming Laptop is a texting-purpose keyboard.
Testing Range
The test was done on both Construct 2 and Construct 3 with both C2Runtime and C3Runtime.
Conclusion
As I said, this is a misunderstanding on how Applications interact with Virtual Keyboards. And this is most likely not a bug.
I hope that explains that. Have a nice day and happy game development!
And Merry Christmas too.