TcomboBox with drop down list opened doesn't lose the focus

Hello,

In Delphi4 when the drop-down-list of a combobox is opened and you click on
another component, the drop-down list is close but the focus stays with the
combobox. This was not the case in Delphi1 and is also not the case in e.g.
Word or Excel.
Is there a reason for this or is this a bug? And how can it be solved?

Greetings,

Willy Dockx
(Willy.Do...@Vereycken.be)