I currently have a vm of windows 7 open on my mac with the host file open in notepad. Two lines are selected (as I needed to copy them from time to time). If that window loses focus, the selection stays, but if I click the titlebar to that window, giving it focus again, those two lines are unselected.

There are many many quirks like this in Windows that you only notice once you use a different window manager.

I completely agree with this. I was a dedicated Windows user but I never realized all its shortcomings, scrolling being a big one.