At present, none of the close voters have left comments on why they are voting to close. Thus the best we can do is speculate. First, I'll look at the general case I think we've got here, then move on to your question specifically.
Questions about (TeX-focused) editors are on topic in general, but there is an issue when an editor simply cannot do a particular thing. While we can answer questions of the form 'How do I change the settings in editor X to use tool Y?', we can't hope to give an answer to 'How do I add missing feature Z to editor X?' beyond
This is a feature request for editor X: report it to the maintainer.
Such answers don't really add value, and so the convention is that a question which is a feature request is off-topic. (The same applies to for example out-and-out bug reports.)
Of course, the question then becomes one of knowing if the post is a feature request or not: it's not always obvious. In particular, it's not always obvious that the person asking the question knew in advance that they were posting a feature request rather than believing that they'd 'missed something' in the editor. I'd therefore hope that anyone voting to close on this basis would leave a comment, and that at least some delay between a first suggestion of closing and others voting for closure would happen.
As altering the binaries for a program can only be done by the maintainer(s), this doesn't just apply to TeX StackExchange but to any open forum. Something like a message board run by the author of an editor/application is of course different. (As discussed in comments, when I say the changes 'can' only be made by the maintainer I'm thinking primarily that in order for a change to get into an official release of an editor the maintainer has to be happy to add it. Individuals may be allowed to modify the source of the editor they use and recompile it, depending on the license which applies, but the skills needed for this are not on-topic for our site.)
Looking at your specific question in this light, I note that other (La)TeX editors I've used which have a 'stand alone' preview window also expect the focus to switch to that window at the end of the compile cycle. That applies both to ones where the preview binary is separate (e.g. WinEdt + Sumatra) and those where it's all one binary (e.g. TeXworks). At least in part I suspect that's because otherwise it might be tricky to know when the compile finished, if you've switched away, but also because a lot of programs seem to grab the focus when they refresh, a step that is needed to show the updated PDF. As such, without a clear statement on e.g. the Texmaker website that such a feature is available, I'd say your question does seem to fall into the 'feature request' category.
