SDL2, Windows: Window title bar flashing while changing focus of borderless window on Windows

[Majjcom]

I created a borderless window with SDL and set it to be always on top with a semi-transparent property. When I change its focus using the mouse, theoretically, there should be no title bar on it, but for a moment, the title bar appears. It's really strange.

Here are some screen shots:

It should be like this:

But for a moment, it changes to this appearance: