Some people genuinely do not understand the concept of GUI windows and how they work. They do not generate a full mental model of the desktop and the windows on it and only see the whole screen as one bewildering interface. They focus on what they do know in order to get by.

This may be especially true of people who learned their IT with small screens or low resolutions where running an application full screen (or as the only active application!) is required to get anything done.

Your colleague saw you click on part of the interface they were ignoring because they didn't understand it and magic happened.