Because the click will be catched in the new window.
If you want it in the previous one, you should notify it back.
Addition 1:
I think it was more on the opposite way ;)
If you click in a static control (for example on a label), is the parent the one that handles the click, so OnLButtonDown will be triggered.
From
msdn[
^]
[quote]
A static control normally takes no input and provides no output; however, it can notify its parent of mouse clicks if it's created with SS_NOTIFY style.
[/quote]
But if you use
CreateWindow (...)
, it depends a lot on which kind of CWnd derived are you creating, that the previous behaviour stays or not.
For instance. A button is CWnd derived class, if you create a button but don't implement the OnButtonClick it may happens that the parent doesn't execute the OnLButtonDown.
Take a look to
CreateWindow ()[
^]
Endly, if you provide a bit more info about what are you creating and some relevant code snippets, you will probably get a better / more concrete answer to your problem.