An autocomplete list is displayed until the text field becomes the focus. Clicking outside the text box is really one way to make the text box lose focus. But this requires you to click on what you want to get focus. The form does not, it is useless for this, why it does not work.
Getting a window to view mouse events occurring outside the window requires mouse capture. Winforms supports this Control.Capture property. Set to true and all mouse messages will be sent to the control, even if the mouse is no longer closer to the window. You should use the MouseDown event and check the mouse position in the client window area to find that the mouse was clicked outside the window.
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