is 100% not true. By default, programs will continue to receive controller input even when they do not have focus ( is not the case for keyboard events). Unreal will be choosing to ignore input somewhere in the engine code.
You can easily confirm by putting a breakpoint in the SendControllerEvents function that applies to you and then pushing a button. The engine will respond, but no input event is fired in the game.
I found thread while looking for the same thing as the OP. It’s super frustrating to try to debug input based blueprints since you can’t be looking at the blueprint when pressing the buttons/sticks. So if someone does know how to fix (or if they can even just point me to the code where Unreal discards the input events), I would appreciate it.