It doesn’t sound like you have a custom resolution for that setup in nvidia/amd control panels. Some games go to windowed mode when they can’t find a matching fullscreen resolution. The refresh rate also needs to match – probably 60hz for that game.
The source engine in particular is kind of flaky. Unless you’re desktop resolution matches or exceeds the game resolution, It will keep defaulting back to the desktop res. At least that’s what it does with HL2.