The new client uses a stack design in its window handling. You can have multiple windows open, but you can only have one in focus at a time. If you want to go back to a window lower in the stack, then you would want to use the Window Search feature to navigate directly to the window.
This search feature can be accessed from the following icon on any home page.
As you use the Web Client, any windows you have open will appear under the Open Windows pane. You cannot simply click to the other window you wish to switch to, even if the window is visible in the background. You have to use the search window to navigate to it, or have to close the window(s) that are on top of the window you're trying to get to.