When a focused window is closed, Windows will typically set focus to a different window when possible. I'm trying to figure out what exactly causes this to happen, and in what scenarios does this not occur.
I'm noticing that when some windows are closed, they do not cause the OS to set focus to a new window (eg. Discord, Slack). Discord and Slack are both hidden instead of destroyed on close, but then there are also other windows that when hidden will still cause the OS to set focus to a different window. One such example is with a fresh WPF app and changing the window's Visibility to Collapsed - this causes the window to be hidden, not destroyed, and yet the OS reassigns focus to another window.
What causes some windows when hidden to reassign focus (eg. WPF collapse)? As opposed to applications like Discord/Slack, which are hidden, yet do not reassign OS focus.
It's a multi-step dance of message exchanges, and I no longer have all the details cached in my head. So, generally speaking ...
There's a distinction between activating a window and setting the focus to a window. Windows can get activated in various ways, including a mouse click (either in the client or non-client areas, a keyboard operation, a window being created by a process that currently has "the foreground love", etc.)
A window that's activated can (in effect) accept the focus, reject the focus, or direct the focus to another window (such as a child window like an edit control or button).
A window that doesn't make the effort to direct the focus explicitly when its activated will (likely) end up with the focus by default. That's mostly an artifact of how DefWindowProc handles the relevant messages. But if it's using the dialog manager, then the dialog manager will (if I recall correctly) set the focus to one of the child windows that has the WS_TABSTOP window style.
Imagine a simple text editor application that has a top-level window and one child window that fill the top-level window's client area and hosts the actual editor functionality. In normal behavior, the child window would have the focus whenever the application is in the foreground. But if the top-level window is activated (for something other than a mouse click in the child window's client area), and the top-level window fails to redirect the focus to its child, then it may appear as though nothing has the focus because the window that does have the focus doesn't respond to most kinds of keyboard input.
Key messages involved include: WM_ACTIVATEAPP, WM_NCACTIVATE, WM_ACTIVATE, WM_MOUSEACTIVATE, WM_SETFOCUS, and WM_KILLFOCUS.
Edited to emphasize
In most cases, the OS does not assign focus. It activates and deactivates windows, and the affected applications respond to those events by setting the focus. Applications have a lot of flexibility in how to respond. So if there's an anomaly in where the focus is, it may be more of a question about the behavior of individual applications than about Windows.
It's also possible for a window to have focus but for it to seem as if no window has focus. One case is where the top-level window has focus but doesn't react to the keyboard itself because focus is normally supposed to be assigned to one if its child windows. It's also possible for a hidden window (at least a hidden child window) to have focus if it's not disabled.
Win32's DefWindowProc and dialog-specific APIs, MFC, WPF, and other frameworks generally provide "standard" behavior for handling focus and activation in common cases. But there's a lot of nuance, and there are inherently some differences. For example, WPF applications (if I recall correctly) use windowless child controls, so the traditional behaviors have to be implemented by the framework.