I like to have a new Emacs frame pop up for Org capture, but when the frame closes, focus is then given to Emacs instead of being restored to whatever I was using before I used the global hotkey to summon the new frame for the Org-capture buffer.

I have the same problem for opening any text file in a text editor from a separate terminal emulator. If I have any other editor windows open, if I save and close that file, focus is not restored to my terminal application.

It should be noted that this isn't true focus stealing, which is when a new window (that you didn't ask for) pops up and suddenly grabs focus from what you're doing. This is just macOS' app-based rather than window-based GUI task switching behavior sucking like it has always sucked.