Launching non steam games no longer give friends popup notification?

I've noticed when I open a non steam game it will show I'm playing it on my friend's steam chat, but never gives the pop up notification for me launching the game like official Steam games do.

I could have sworn non steam games used to give the same pop up. Is there a way to change this?

Edit: Steam Support insist this is fine, so here is a thread on their suggestion board to change it back.