"focus", in this case, refers to keyboard focus. This is not a VoiceAttack concept.
If you type something on the keyboard Windows will send that input to one specific window, that window being the one that has keyboard focus, which will normally be the one in the foreground (usually the one with a line instead of a dot under its icon in the taskbar, and if it's using a standard Windows titlebar, said titlebar should have a different color than those of windows not in the foreground)
As you mention that your command is outputting to different applications, its targeting is clearly configured for the active window (I.E. the one that has focus).
To ensure a command's input gets sent to the appropriate window if said window is not guaranteed to have focus when the command is executed, make sure to set a specific target.
If the majority or all commands within a profile should send their input to said target, you'd normally want to configure that in the profile options, using the "Send commands to this target" option, rather than for each command individually.