It happens because, in your machine, when you switch to the client window, you are leaving the Server Instance of the game to run in the background. The OS will prioritize what’s running in the foreground, but the data replication is actually being processed in the Server executable, which is running in the background.
I know there’s a way more accurate technical explanation on how Windows handles multithreading priorities, but this is normal and you should not consider this a problem.