When picking up a color for the palette from, for example: a website; we have realized it doesn't allows us to take it from the other background windows. Background it's not enabled when picking up colors.
This is already possible. With the Eyedropper tool selected, click and hold down the mouse button in an open document window in Photoshop, then drag the cursor outside the Photoshop document window to the background window/areas you want to sample.
You can use the same technique if you're using the Color Picker in Photoshop as well.