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Here is a common example: I open some mp3 file on VLC. The VLC window appears and I realize the volume is too low/high. Thinking I automatically have the focus on this window I just opened, I use the mouse scroll to adjust the volume... Nothing happens!
The focus is apparently not on that window because the mouse pointer is not over the window. When I mouse over the window I can adjust the volume using the scroll wheel.
Second common use case: I am reading a webpage and absent-mindedly drift away from the browser window. Now when I scroll down to read the rest of the story, I have to put the mouse over the browser window to be able to scroll down with the mouse.
I have 2 screens so my problems are even worse than that...
I upgraded from Windows 8.1 (Pro 64-bits) and have never experienced this problem before.
Is there a setting somewhere to switch to the previous established behaviour?

Does this page help?
– Unfundednut – 2015-08-12T20:16:01.747No I saw that and tried it. But When I mouseout the window loses focus as one would expect... – Sébastien – 2015-08-12T20:28:29.273
You lost focus after mouse left and clicked elsewhere. Moving wouldn't lost focus. – Chris.C – 2015-08-12T20:28:45.947
No Chris.C, the behaviour you describe is what I used to know before Windows 10. – Sébastien – 2015-08-12T20:29:24.310