I've noticed this with Tracktion and Stagelight (I haven't personally been doing anything with JUCE lately) (both Windows). When the JUCE app is fullscreen and you press Alt+Tab away to start navigating to another app, it returns to a maximised state. This obviously means that the user needs to (re) engage full screen every time they return to the JUCE app.
To observe expected behaviour, look at Chrome, Firefox, Visual Studio etc.
Thanks for reading.