Game goes to windowed mode after alt-tabbing etc

I have this problem. It is extremely annoying because I don't know about everyone else, but when switching back, aside from it being in windowed mode, it takes about 30-60 seconds to load, then another 20-50 seconds to switch back to fullscreen (even if using alt-enter), which makes it essentially non-viable to alt-tab.

In addition, I don't like how the performance is worse if I play in windowed mode so I'd really like fullscreen.

Note that anyone who uses multiple GPUs will be unable to take advantage of multiple GPUs unless they're in full screen.

still happens a lot...