The hotspot is a window. The popup is a window. The desktop is a window. Everything under Windows(c) is a window...
Then, it's normal that the current window loses focus when you enter (activate) the hotspot.
You're using RabidVWM! Fine! But you should use One.dll, too!

Add this to your step.rc:
VWMOnMoveWindow !VarSet WinHandle ^@ch^

Add this to your hotspot mouse out !bang:
!VWMExec !One "^@wc(#h %{WinHandle})^" "^@wt(#h %{WinHandle})^"

I haven't test it, but it should work