I think it use to be a thing, but since the latest Steam Client Beta for the new Overlay Performance Monitor, I think I'm noticing that bug, as when I attempt to Join a game via the Friends List overlay upon right clicking on a friend who's currently playing, nothing happens. Yet when a friend sends me an Invite to their game and I accept it, I can join in no problem. Not sure if this is occurring for anybody else or if it's just me, cause before joining this Beta, I was able to join in through the Friends List overlay with no issue.