Please go through this: https://developercommunity.visualstudio.com/t/mfc-dialog-based-application-with-cdialogex/409317

This issue can be fixed by overriding WM_ACTIVATE only, but please go through the above link:

BEGIN_MESSAGE_MAP(CMyDialogEx, CDialogEx)
    ON_WM_ACTIVATE()
END_MESSAGE_MAP()

void CMyDialogEx::OnActivate(UINT nState, CWnd* pWndOther, BOOL bMinimized) {
    Default();
}