Not seeing slack notifications when app is in the background and the chat with sender is open

In short: When a direct chat with someone is open, in the background, I don't see new messages notifications from that someone. Longer version using a scenario: I usually work in maximize mode, meaning, I only see one app at a time. This is great for focus. Especially when developing. I'm chatting with a team mate who sent me a message. I see the notification, click on it and see the message. I then copy something that he sent me, say thanks and try to run what he sent me on a different window. In the meantime, I don't see the slack app, as it's below the dev tool I'm using. In the meantime, my mate, sent me a correction to what he sent earlier. The problem is that I don't get any notification that he sent me a new message, breaking my head over the previous sample, trying to understand why isn't it working. If I would have closed the direct chat with my mate, I would have seen a notification.