I just tested this myself and confirmed this is a bug with Unity. When a full-screen Unity game loses focus, it still intercepts all input, so any clicks just give focus back to the game. (Without making it reappear, strangely enough.)
This issue was also noted by GG67 in a comment on this bug report, followed by CLEROTH saying he doesn't notice the issue in 4.5.3p1, so you should try updating and see if that fixes anything.
And if updating to 4.5.3p1 or beyond does not fix your problem, you should then report the bug by following this process.