How to reproduce:
1. Create and open a new project
2. Load another application (i.e. Visual Studio Code)
3. Enter Play mode and quickly switch to the opened application (can be done swiftly by holding 'cmd' key and pressing 'p' and 'tab' consecutively)

Expected result: Unity Editor steals focus
Actual result: Unity Editor does not steal focus

Reproducible with: 2017.4.33f1, 2018.4.12f1, 2019.2.12f1, 2019.3.0b10, 2020.1.0a12

Additional notes:
- The same behavior can be witnessed when exiting Play mode and switching to a different program in a large project
- Using Windows 10, Editor does not steal the focus when quickly switching the application, however, Unity's application tab starts flashing orange in the taskbar
- [Windows10] Another issue was reported that upon saving a script (using Visual Studio) Editor would recompile the script and start flashing orange in the taskbar if everything was okay, however, if the script contains errors, the Editor would steal focus

Slack thread:
https://unity.slack.com/archives/C06TQ9LFP/p1572261878172600