While VS 2010 Beta 2 has still an undesirable number of bugs as I have blogged a lot, Microsoft is putting a lot of effort to fix them. This one was fixed today (for the RTM release):

VS 2010 Beta 2 Bug: EnvDTE.WindowEvents.WindowActivated event not fired for window getting the focus after closing other window
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=515234