For anyone using any form of VMWare Player or Workstation, this can appear to be the case but in reality it is not. What happens is the VMClient appears to be the focus object but in fact is not, in regards to the keyboard. Hit ctrl+g to give the VMClient the keyboard
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How it relates to your issue is that several of programs and that includes web browsers, treat the keyboard in a not to obvious way, meaning you can think the focus is that search line but it is really the address line.
That mechanism may be capable of extending to your game. Meaning you think your game is the Focus but from the keyboards perspective it is not.
Are you running full screen or Windowed. If windowed, then click on the title bar and see if that "activates" the keyboard for your game window.