I believe that is your issue.
The pointer is detecting “off-screen” and subsequently opens the window option.
I’ve been told that’s a “normal” (but annoying) behavior of windows while using a game.
It doesn’t just happen with sims/games, if you do the same with MS Excel, it will exhibit the same behavior.
Unfortunately, the only way around it is to move your mouse slower, make shorter mouse movements, or use full screen!