Unable to exit fullscreen with Alt+Tab

When on fullscreen I am unable to open another thing using Alt+Tab (the screen goes black on every other app, even in the desktop). I have to press F11, and then I have to open other stuff and then I have to press again F11 to go back to the fullscreen gameplay.

P.S. When trying the Alt+Tab/Win+Tab method, there only thing that displays is literally just the game.