Setting Focus to Viewport causes MouseCaptor to appear

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?