I'm not entirely sure, but I thought the game was always running windowed, with the "Desktop" resolution being a window the same size as your desktop resolution. I could certainly be wrong, of course.
Oh you are so eternally right, its just they set it up in a way that contradicts how every other company does it lately (you can change the resolution in the options, if you set them smaller it runs windowed in the smaller state, in where if you find another and sets down resolution, the game still runs fullscreen but forces windows to run a smaller resolution).
Another question, for anyone that is slightly better with computers than me, how computer intensive is it to run windowed compared to running full screen?
Sincerely
~ Kongdej