I just tested the Steam version and it seems that the window focus issue at start is caused by the splash screen. You can fix it by disabling the splash screen.
To disable the splash screen, right click the game on Steam, select Properties..., in LAUNCH OPTIONS. add the following:
-NoSplash
It should look like this:
If for some reason you're not launching it through Steam and you're launching the game's exe directly, add the previous code "-NoSplash" to the Application's Command Line parameters on LaunchBox.
It should look like this:
(Right click the game on LaunchBox, select Edit > Edit Metadata/Media, then go to the Launching section on the left panel)
Alternatively you can disable the splash screen by just renaming or deleting the splash image located within the game's files (".\TEKKEN 8\Polaris\Content\Splash\Splash.bmp").
Suhrvivor's post in Tekken 8 Steam & Non-Steam version (for testing purposes! ;) ) loading in the background in BigBox was marked as the answer