The game crashes because it's a result of Tanaka insisting that they use DX9/D3D9 for Windows XP support. It's an almost 13 year old technology. When a full screen application is alt-tabbed, it loses the video device and it's unable to gain it again and therefore it forces a crash.

Supposedly the new client Yoshi is making has DX10 and DX11 support, which will allow alt-tab for computers running Vista, Win7 and Win8.