I'm going to open my mouth and state i reckon this is a front-end problem, and nothing to do with GM. If you open GM by itself, run a problem game, exit, and the PC goes back to desktop at the expected resolution every time, the problem must be with BigBox.
I have very similar issues with a lot of games in Attractmode, for which i use DC2, batfiles and AHK scripts, depending. Doesn't happen in MAME, but a few more windows updates should do it :/