The subject behavior occurs if the taskbar Always on Top option is set, or some program, like Task Manager, has an Always on Top option set.
To prevent this behavior:
1. Open a CMD.EXE window.
2. Using REG.EXE, either built into your operating system, or installed from the Support Tools, type the following command and press Enter:
reg add "HKCU\Software\Microsoft\Terminal Server client" /V UseShadowBitmapInFullScreen /T REG_DWORD /D 1 /F
3. Close the CMD.EXE window.