It would be great to be able to prevent the closing of a powerapps driven SharePoint form when the user clicks outside the form. It's frustrating having the form close when you accidentally click outside of it. There is two possible ways I think it could be achieved:
Add a close on click away toggle to the SharePoint integration control that stops the functionality.
Add an OnRequestHide lifecycle event that allows you to intercept and conditionally prevent the form being hidden.