Because csgo is full screen. Make it either windowed or full screen windowed, then you should be able to. That or set up a VM, then you can bot and play csgo in fullscreen.
How long did it take you to set up the VM? Never done it before and not sure if it's worth the hassle since I might not be playing Diablo 3 much longer anyway.
And thanks to the guys saying put CS:GO on fullscreen windowed. That worked even though I have to play at a different resolution than I usually do.