There may be multiple focus issues with the Explorer address bar, but one problem that I can replicate 100% of the time is the address bar opens if your last click was in the address bar (e.g. you just typed in a path) and then you select anything from the "New" menu at the upper left.
Microsoft needs to fix this so that the focus is first set to the main window before executing any of those "New" items. The workaround for the "New item" issue is to Right-click and select your "New" item.