I would put this as a comment if I had enough rep since it's only a guess because there isn't a lot of information in the question.
Try making sure that the MDI children are handling the click event to make sure that focus is being set to the form that is being clicked on. I haven't ever really noticed behavior like this the only think of is you are somehow overriding the default mouseclick behavior on the other MDI children that are being populated, but since I don't think you can override the title bar click I think this is why it still works.
Could explain what you're doing inside of the MDI child a little so we can get a better understanding of what is going on that could be causing this behavior.