Had the same problem when I needed to capture my screen one day. Not only this, for debugging I needed to be open while play, but could not figure out at that time.
P.S. SteamVR app pop-ups with some notification message when it slowing down and its on top of the windows, one day I was capturing my screen while playing in VR and that windows break my capture and I did not notice it because it only pops sometimes, very annoying.