How to prevent a specific application from minimizing on Win10 "minimize all windows" command?

Question

Windows

I want that when the "Show desktop" ("Minimize all windows") function is activated in Windows 10 (by the button in the lower right corner of the monitor or the Win + R key combination), the window of one specific application remains always active (maximized), but minimized or closed only by clicking the "Minimize" icon on the window manually.

How to achieve this?