When previewing games in fullscreen, you come back to the desktop and the Contruct IDE window has been shrunk down to whatever resolution your game was running at.
oh ok, I understand now. Anyways, construct takes a while to load it's textures and stuff back in after a full screen preview, so it wouldn't make much of a difference. It takes really long to load with bigger projects, so that's why you should avoid full screen previewing.