This is an interesting one.
Thinking about it what is probably happening is the windows form is consuming all mouse events so Monogame never sees them.
I would have a look at MonoGame.Forms - Create your Editor Environment! and see if you can use that first.
If not I think you may have to find a way of sending mouse events from the main form to Monogame.
WinFormsGameForm does have a windows message pump so it should be possible.