How to make Dash render with my application in the background?

First issue I noticed is that the documentation for the "Depth Buffer Support" is quite limited, would be nice to at least have the tiny room samples use it. But I think I figured it out now. So if I pin a window it will use the depth to show if it's behind or in front of something in my application, which is quite nice.

But in some games if you open Dash, it will just keep the game mostly functional in the background while in my own application this is not the case and instead everything fades to grey before it opens. Is there any way I can make this behave better?

Thanks!