Yep, mostly the same issue, was tested on full-screen mode only, and on Mac as well. Rather than deselecting the game, on occasions I'd be opening applications, folders and right-clicking on applications from the dock located at the bottom side of my screen! Bit annoying I have to admit.
I think from my understanding, it might be a unity thing, as I think you can disable to mouse from deselecting the game in unity, maybe they haven't used it for this alpha. Hopefully they can look into this and give it a fix.