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This way you could just register the PS button to 'Home' button which by default launches the GFWL prompt and does not open the Steam Big Picture Mode.
The reason it does it is obvious, the fact that you're using two clients at once with the same button to launch their menus with.
You can also, alternatively, try to see if disabling the Steam GUI from the said game will have any effect, one would assume so at least. I haven't tried that one. <Game> -> Properties -> General -> *untick* <Enable the Steam overlay while in-game> -> [Close]