How to stop game from minimizing

Not sure this is the right place.
I have multiple monitors and every time I click on something on a different monitor the game minimizes.
I have it set to windows borderless and it still does it. Extremely frustrating, to the point I do not want to play the game.
Am I missing something or is that just how the game is?

Try this.

Never mind. Got it.
Already read that. Have no idea what it means.