When Windows (W10 in my case) starts and TotalMix FX loads (with only the icon in the notification area visible, the main window not visible), the focus changes to it (I assume to the notification area icon). If there was another application window focused before TotalMix loaded, the other application loses focus, which can be rather annoying and IMO not desirable, since if I'm interacting with the other application with the keyboard, at some random point I will suddenly be interacting with TotalMix instead and executing shortcuts.

The behaviour that makes sense to me would be to not focus TotalMix when Windows starts. Personally, I would also disable keyboard shortcuts when the notification area icon is focused, and restrict them to the TotalMix windows.