For those that don't know what a KVM switch is:
Keyboard Video Mouse switchWell it seems like the Windows API abstraction is in the end somewhere using DINPUT, unfortunately I couldn't figure out what exactly - not that it would really help, but would've been fun/interesting (interestingly enough
opengl32.dll depends on ddraw.dll).
This issues seems like a Windows related one and not really something SFML can change. If you want you can ask him to try other games (that use dinput "somehow"), I'm fairly certain he'll get issues there as well. Of course it doesn't help your game, but at some point one can't always fix everything, especially if it's a driver or similar issue.
If however you could get your hands on a similar KVM you could try to nail down the issue and might come up with something to prevent it, other than that it seems like a lost case.