Apple Support Discussions user Connie Schulz describes the issue:
"I've been enduring this issue for over a year now but it really is bothersome. Pre-Leopard, when I clicked on the desktop (outside of the open application) I would get the Finder menu bar. Since Leopard, this doesn't always happen. I've noticed it's the Apple applications that seem to stay active. For example, much of the time (not always) when I'm in Mail and want to get the Finder menu, I click on my desktop but Mail stays active. Preview is another app I can't seem to get out of."Possible fixes
This issue seems to be related to preferences on the Desktop and in Finder being corrupt. To test this theory, create a new user account and try to replicate the issues. If the issues are not able to be replicated, trash these preference files (Macintosh HD > Users > yourusername > Library > Preferences): "com.apple.desktop.plist" and "com.apple.finder.plist". Then reset your computer and test the issues.
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