Check and make sure there is no pop window that you might need to close (press Alt + Tab key to cycle thru all open programs).
But still SW should not interrupt other programs. Can you record a video to show or can share your screen remotely to check? If not then call you VAR (the company you bough SW from) to check the issue.
The exact same thing happens to me.
Load large assem go to different window and when assem decideds to finish loading, flash ,flashflash, flashflashflash back to solidworks screen.
I also just tested while writing this.