Support within RDP session takes over mouse of host computer?

Support within RDP session takes over mouse of host computer?

When I want an external supplier to support their system, I RDP to the server and initiate a Zoho Assist session.

Strange thing, the remote support session appears to "bleed though" to my host PC.
 - the remote supplier moves the mouse within the RDP session on the server and it moves the mouse on my local PC.
 - if I minimize the RDP session, the remote session goes black (supplier cannot do anything)

Is this a bug?