Audacity stops recording when I click off it?

Ok, so I’,m recording the VO for a Travel vlog and need to look at premiere pro to actually see what part of the video I’m at to give commentary. However, when I click record on Audacity and then click over into premiere pro, it stops recording. I’m not sure if I am doing something wrong or if this is as designed. If so, I need a suggestion for a recording software on Windows that won’t do this.

I’m not sure if I understand here but you seem to be saying you use Premiere Pro (Adobe, right?) to watch the video you want to sync with while you record a voice-over. Isn’t Premiere Pro a video editor? Does it not allow adding an audio track (voice-over) within the program itself? If so, why use another program of any sort?
A good free alternative is Ocenaudio or if you don’t mind paid software, Magix Sound Forge is massively discounted until 3rd December.
Any help?

Mark B