The mouse cursor (blinking vertical line in the field you are typing in) goes away when I go to another tab, and I need to click the next text box again when I come back.
When I am copying/pasting each piece of an address into the Quick Ship dialog, I usually CTRL-V, then Tab so the cursor is waiting in the next text box when I come back with the next piece of copied data. If the cursor doesn't persist where I left it, that's very unhandy.