This is more of a tiny nuisance than an actual problem, but whenever the gameplay is replaced by a video (between chapters, I guess you could say) the game loses focus and I can see the Windows cursor as well as parts of my desktop occasionally peeking through.

So, after each chapter ends and the video has played, I get the "next chapter" screen where I'm supposed to press fire (mouse1) to proceed, however that click goes to the desktop, causing the game to minimize. I then simply Alt+Tab back into it and all is well. It's just ... unpolished.