The get/lose focus callbacks are basically sent when the Windows message about that is received by the client. However it is based on MFC (Microsoft Foundation Class) library, which also mucks around with messages.
I don't know why you are getting this behaviour, except possibly some check in the middle of MFC is absorbing some of the messages.
I'm unsure if this is a bug or is intentional, but the Get and Lose Focus world events seem to be called a bit strangely. On alt+tabbing out of MUSHclient, Lose Focus is called twice instead of once (confirmed by echoes on hooked function). As well, Lose Focus is not called when entering one of MUSHclient's dialog windows (such as triggers (ctrl+shift+8), but Gain Focus is called when leaving them. It seems to be a bit inconsistent in that regard.
Client and system info:
OS - Microsoft Windows 7 (x64)
Client Version - 4.81
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