Open multiple files in Photo.
Select 'Window > Float View to Window' to view one of those files in a separate window.
Switch to one of the other (tabbed) files and open an adjustment dialogue.
Close the adjustment dialogue.
Result: Affinity Photo switches focus to the file in the floated window.
When this happens, it is very easy to miss and you might wonder why further adjustments aren't being applied to the file you thought you were working on. I only worked out what was happening when I saw the wrong file in the layers' panel thumbnail!