Hi Laurent
I already found the way to solve the issue of focus stolen when the game starts. My apps were of console type, and then the console box stole focus to the window. Now I changed to Windows application and it starts focused.
However, if the window lose the focus, it seems (for SFML.Net) it isn't possible to regain it from the code. As you said, we'll have to wait for the .Net update. (I searched the setFocus() function and there isn't. Rarely, there are RequestFocus(), that works fine, and another I don't remember)
I hope the SFML.Net update comes soon
Thanks