Deleting previous saves in Fullscreen mode causes the game to minimize

When deleting previous saves while in dedicated Fullscreen, the game will minimize after confirming each delete. The game seems to lose focus and the desktop gains focus, probably because the save file is being sent to the Windows Recycle Bin.

Steps to reproduce.

1. Start game
2. In options, graphics, set to "Fullscreen"
3. Create game
4. Save game
5. Return to menu
6. Select load game
7. click Delete
8. confirm

Expected: Game deletes and user is able to continue with next action

Actual: Game minimizes