The monitor does not know the exact resolution you're running it at. All it knows are the horizontal and vertical scan frequencies. Furthermore, most monitors don't have memories for every exact set of scanrates you send it, but rather just a few "bins" that they match things up with. Chances are the Capcom games and DK are pretty close while MK and Pac-Man are also pretty close, so they end up using the same memory "bin".
Many digital arcade monitors only have maybe 3-4 memory spots: CGA, EGA low, EGA high, and VGA or a similar set. The WG D9xxx series seems to have quite a few more, but it's not going to have a dedicated memory for every possible resolution you throw at it.
In other words, this is normal. These monitors are honestly not designed for this purpose. They're designed to be set up for one game at a time and maybe switched every few months at most.