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Whenever I play EU4 or CK2 my game constantly exits to windows. However it does not stop the game, I can click back into it via taskbar. I've already tried not having other tabs open but it doesn't work.
So it doesn't actually exit to Windows, but switches to it. That can only be that there's some other app in your system that's taking focus away fro the game. In Task Manager-apps make sure there's nothing else running before you start the game. If that doesn't help, it's some background process that will be listed in Task manager-processes.