Thank you for the information.
'KUUKIYOMI' was developed as Unity, but it had the same problem. I knew the Steam overlay would close if I pressed ESC, but I thought it was because of the RPG MAKER MZ or plugin that the overlay wouldn't open again.
I don't know if Valve will solve this problem. There are a lot of games that don't have problems. I hope this problem will be solved someday. Have a nice day.