Did this continue to work, or did it revert to how it was? Do you know which update fixed it?
You can see all the updates here: https://support.microsoft.com/en-us/help/12387/windows-10-update-history. You can also go to "Settings -> Update & Security -> Windows Update -> Learn more" for the link, or "Windows Update -> Advanced options -> View your update history" for a list of what exact updates you recently installed.
If it was the June 14th update that fixed it for you (KB3163018 for windows 10 version 1511), then it didn't work for me... I'm now downloading the July 12th update to see if it fixed it.
I'm guessing that it is a bug with Windows Explorer that causes the virtual desktops to lose focus. Each update seems to have "reliability improvements" to Windows Explorer. If one of these updates happens to fix the problem, I'm not sure what else in the update description would cause it to be fixed.