Somewhat useful: you can hold Command and click to a non-focused window. The click will go through, however, the window will not get focus. It’s useful if you have a partially covered window in the background, and you want to keep it that way, while clicking it.
BUT, if you have two windows side by side, which are not covered, it is UTTERLY frustrating that you have to click TWICE every time you want interact with them interchangeably. It would be really nice if there was an option to disable this “feature”…