I’m here because Blizzard recommended this thread so don’t blame me for the necro.
The reason for this behaviour is that Exclusive Fullscreen that we are all familiar with has been deprecated in favor of DXGI flipping. This is effectively like windowed mode but actually has better performance than Exclusive Fullscreen. The downside is that it’s always locked to your desktop resolution.
The good news is that it’s not an OS requirement so Blizzard could add it if they really wanted to.
The bad news is that Blizzard won’t do that, like most game devs these days. DXGI flip model has been the default standard for over 10 years so it’s unlikely to ever come back.
The full gory details from Microsoft if you’re interested:
https://learn.microsoft.com/en-us/windows/win32/direct3ddxgi/for-best-performance--use-dxgi-flip-model