It does it with and without the SAY statements. I'm not really doing anything funny with focus, not that it should matter. I have a _switchbuf that sets some options whenever I enter a window, but it doesn't do anything funny with windows.
Just to prove the issue, I did the following:
1. Renamed my 18.8.0 Config directory
2. Restarted VSlick and accepted all defaults so I have a new clean install
3. Verified that the Smart tabs are enabled
4. From a DOS Prompt, Execute
VS File1
VS File2
5. Now I have 2 tabs as expected and Ctrl-Tab switches between the two
4. Close all tabs and return to DOS and execute
VS File1
VS File2
VS File3
Each time I'm just Alt-Tabbing back to the command prompt to execute the command.
When it's done, Ctrl-Tab switches between File1 and File 3, instead of File2 and File 3 as expected (and as all previous VSlicks did, and as all other editors do).
5. I wrote a batch file that opens File1, File2, File3 in that order with a 1 second delay between, so I never change focus. That does the same behavior.
I think this shows it's clearly broken.