Fullscreen overlays mess with quite a few games, especially if they use overlays themselves. RTSS mess with some games, Steam Overlay mess with some games, Microsoft Overlay Game Bar thing mess with some games.
I've had to deal with this for years because of my reliance on Steam Controller, the only controller with a touch pad instead of a right analog (it's so good). I would pay big for a controller like it without it's dependency on Steam. The closest is DS4 and Dual Sense (still have touch pad, and awesome better gyro hardware).
This list is useful, PC gaming have a lot of frustrations and trouble shooting (I love it, it's the cost of this freedom), don't go into it expecting a console experience unless you get something that's designed to only play games with minimal freedom to install what you want, apps not checked before it's allowed to be install in rather.