On my system, 3 monitors, I can definitely continue to use the yoke and throttle when my mouse is clicked onto another monitor or program on that monitor, whether MSFS is full screen or windowed. What I can’t do until I click on the MSFS window/monitor is push a keyboard button and get a response in the sim. I am using either a Yoko+, TQ6+ for yoke and throttle or a Thrustmaster HOTAS Stick and Throttle. All work regardless of where the mouse is or what is clicked in other windows.
EDIT: You are right on about the zoom behavior. It makes me jump everytime I’m using the mouse scroll wheel on another program and my airplane lunges toward me.