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I'm not sure if this is normal but at the title screen the game continues to run if you change focus to a different window, however in an active game it pauses. This seems to defeat the purpose of running in a window. Is this normal behavior?
However, you can change it by editing settings.script in notepad (found in user documents/Cities in Motion folder):
Change the line containing "$stopWithoutFocus = true;" to "$stopWithoutFocus = false;"
This should work at least on Windows, not sure about Mac.