Game resets to windowed mode any time I alt + tab out.

[*****id]

This doesn't break the game but it's rather annoying: when switching to another window and then back to the game it always abandons full screen mode and goes windowed instead? The window doesn't remember its position either and always resets to hug the left side of the screen (so that my task bar covers part of the window).
Any way to work around this and always force full screen mode?