Hello there,
This feature is by design. When you're in a focus session, the following will happen:
-A focus timer will appear on your screen
-Do not disturb will turn on
-Apps in the taskbar won’t flash to alert you
-Badge notifications on apps in the taskbar will turn off
You can request this feature. You can raise feedback to the Microsoft team. The Feedback Hub app lets you tell Microsoft about any problems you run into https://support.microsoft.com/en-us/windows/send-feedback-to-microsoft-with-the-feedback-hub-app-f59187f8-8739-22d6-ba93-f66612949332
Hope this resolves your Query !!
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