After one of updates that happened within the last week (more specifically, 2−5 days ago), osu! stopped handling some Windows-specific shortcuts correctly. Win+D, which usually minimizes all windows and shows the desktop, does nothing now; it only shows taskbar, but osu! window is still present in the background:
http://puu.sh/jSOMP/2b11a96d02.jpg.
Win+1..9 (runs a pinned application or activates its window) does exactly the same. I guess the application, which window I call (for example, Google Chrome), is activated correctly, but osu! is still on top of anything (including the window I switched to) for some reason.
It is also worth mentioning that, even when osu! is minimized, it will be automatically restored if a) a new application is launched, or b) any of existing windows is activated.
I'm running osu! in fullscreen mode (or so it says in osu! settings) under Windows 10, but I recall the same thing has been happening in the past when I was on Windows 8/8.1. Build's number is b20150829cuttingedge.