Currently, it seems to not do so - the focus is sometimes lost.
For example, when I have one Chrome window on desktops 1 and 2, and a File Explorer window on desktop 1 - if I'm focusing on the File Explorer window and press Ctrl+Win+Alt+Right - I will be switched to Desktop 2, and the window will be switched to Desktop 2, but the window will be in the background and focus will be transferred to the Chrome window.
Currently, it seems to not do so - the focus is sometimes lost.
For example, when I have one Chrome window on desktops 1 and 2, and a File Explorer window on desktop 1 - if I'm focusing on the File Explorer window and press Ctrl+Win+Alt+Right - I will be switched to Desktop 2, and the window will be switched to Desktop 2, but the window will be in the background and focus will be transferred to the Chrome window.
My OS is Windows build 1809 (updated yesterday).