Rainbow loading issue when switching between keyboard and mouse in full screen mode

If you click the mouse on the VM in full screen mode to switch the input point, rainbow loading will last for about 3 to 5 seconds and no input will be possible.
This happens during the transition from Mac > Windows (VM). And while rainbow loading is in progress, Windows is operating normally. that's only not working keyboard and mouse.

Model used: MBP 16 2019 (Intel)
Parallels: 19.2.1 (54832)
Keyboard/Mouse: Logi mx mini, mx anywhere.

It is the same even if you set all the game modes in the keyboard settings, but when full screen mode is turned off, it works well without loading while switching between Windows and Mac.