If we set the Focus to the Game Viewport with:
FSlateApplication::Get().SetAllUserFocusToGameViewport();
A MouseCaptor will appear, blocking all interactions with the GUI.
The offending function is AcquireFocusAndCapture with
ReplyState.CaptureMouse(ViewportWidgetRef);
It captures but never releases.
After you click once into the Game, Game Viewport will remain focused, but the MouseCaptor will disappear.
Is there a way to focus the GameViewport without causing a MouseCaptor to appear?