From the docs :
The GotFocus and LostFocus events are low-level focus events that are
tied to the WM_KILLFOCUS and WM_SETFOCUS Windows messages. Typically,
the GotFocus and LostFocus events are only used when updating UICues.
The Enter and Leave events should be used for all controls except the
Form class, which uses the Activated and Deactivate events.
Regards,
Cerebrus.