Usually it means that some other program is active and changes the window. The reason why it happens more often with VR is that the VR version of the game runs in windowed mode unlike the screen version (that is if I have understood and remember it correctly).
Anyhow, it can be a Windows update, a Windows Store update (supposing you have Win10 or 8.1), the active screen of Store Apps or any other program at least checking for update - it can be your anti-virus, Flash Player, Java or anything set up to check for updates on a regular basis and run the update in the background. Since we can't see what's running while you're playing all we can do is guess. Other potential auto-updaters: The updater of your computer brand, Skype, Real Player (and especially the news section of it!), the updater of your printer, Windows 10 Mail app getting a new message... There's a ton of programs and apps that would like to get your attention no matter what you're doing unless you have told otherwise in their settings!