Windows NT (way back to its original 3.1 release) always had the idea of multiple independent desktops where applications can't cross-interact. If you use runas to run GUI applications under different user contexts, you might notice that some things like drag-and-drop and the clipboard don't work, and also screen recorders won't work ... Most users never use this functionality normally, but you might notice sometimes if you do "Run As Administrator" and the applications don't quite integrate with non-admin apps.
Oh, so that's how this works. I've noticed this through occasionally broken copy-paste between normal and "elevated" apps. Never realized it's a separate feature, not just a forced sandboxing between regular and "elevated" apps. Thanks!